Sökning: "Tsay test"
Hittade 1 uppsats innehållade orden Tsay test.
1. 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
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