https://shdong.net/tags/setar/ Recent content in SETAR on Sheng Dong's website https://shdong.net/ptr.png https://shdong.net/ptr.png Hugo -- gohugo.io en Sat, 29 Apr 2023 20:50:34 +0800 https://shdong.net/post/setar-model/ Sat, 29 Apr 2023 20:50:34 +0800 https://shdong.net/post/setar-model/ <p>SETAR的全称是“Self-Exciting Threshold Auto-Regressive (SETAR) models”，可用于对一个时间序列变量的模式演变进行阶段划分。该模型最早于1977年由Howell Tong提出<sup id="fnref:1"><a href="#fn:1" class="footnote-ref" role="doc-noteref">1</a></sup>。</p>