Sökning: "SETAR model"
Hittade 2 uppsatser innehållade orden SETAR model.
1. Tidsseriemodellering av fyra oreglerade älvars vattenföring - En explorativ studie med GARCH- och Tröskelteknik
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : This paper studies the possibility to model the water flows of four Swedish unregulated rivers between 1980-2015 with ARMA, GARCH and SETAR models. By examining the amount of water that flows through the river and what the dependence in the process looks like in general, a further understanding for effects on for example wildlife and climate changes can be developed. LÄS MER
2. Forecast Performance Between SARIMA and SETAR Models: An Application to Ghana Inflation Rate
Master-uppsats, Statistiska institutionenSammanfattning : In recent years, many research works such as Tiao and Tsay (1994), Stock and Watson (1999), Chen et al. (2001), Clements and Jeremy (2001), Marcellino (2002), Laurini and Vieira (2005) and others have described the dynamic features of many macroeconomic variables as nonlinear. LÄS MER