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问一个有关tsDyn的问题

问一个有关tsDyn的问题

发布:jqyao | 分类:考研

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在tsDyn包中,我们可以用setar命令来估计一个SETAR模型,但是我们估计的时候能不能对系数做限制?比如说upperregmine和lowerregime的AR(1)项的系数要相同,比如估计band-tar模型,模型的形式如下图所示:[draw]a11i ...
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在tsDyn包中,我们可以用setar命令来估计一个SETAR模型,
但是我们估计的时候能不能对系数做限制?比如说upper regmine和lower regime的AR(1)项的系数要相同,比如估计band-tar模型,模型的形式如下图所示:
[draw]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[/draw]
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