A NOTE ON USING THRESHOLD AUTOREGRESSIVE MODELS FOR MULTI‐STEP‐AHEAD PREDICTION OF CYCLICAL DATA

H. Tong

Journal of Time Series Analysis, 1982, vol. 3, issue 2, 137-140

Abstract: Abstract. We give a brief account of how the class of threshold autoregressive time series models may be used to make short, medium and long range predictions of cyclical data.

Date: 1982
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