A NOTE ON USING THRESHOLD AUTOREGRESSIVE MODELS FOR MULTI‐STEP‐AHEAD PREDICTION OF CYCLICAL DATA
- 1 March 1982
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 3 (2) , 137-140
- https://doi.org/10.1111/j.1467-9892.1982.tb00335.x
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.Keywords
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