IDENTIFIKASI MODEL SELF-EXCITING THRESHOLD AUTOREGRESSIVE DENGAN SWITCHING TWO REGIME (KASUS PADA DATA EKSPOR AGRIKULTUR DI INDONESIA)
A time series model that explain the structural changes associated with data in a certain time period is the Threshold Autoregressive (TAR) model. The basic of the TAR model there are some different usage regimes in autoregressive analysis. One model based on TAR is a self-exciting threshold autoreg...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Pattimura
2020-12-01
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| Series: | Barekeng |
| Subjects: | |
| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/1768 |
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