ABSTRACT
Several authors have developed statistical procedures for testing whether two models are similar. In this work, we not only present the notion of equivalence but also extend this to a measure of predictive ability of a time series following a stationary self-exciting threshold autoregressive (SETAR) process. A proposition and a lemma were used to join the structure of the predictability measure to the coefficients and sample autocorrelation of the SETAR process. Illustrative examples are given to show how to conduct the test which can help practitioners avoid mistakes in decision making.
This post was last modified on May 13, 2020 9:43 am
ABSTRACT The problem of plagiarism in Africa generally is growing at an alarming rate, especially… Read More
In order to successfully complete a project for your senior year, you will need to… Read More
List of Google scholar project topics Google Scholar is a convenient tool that enables users… Read More
If you lost money in a COTPS Ponzi scheme, you should talk to a lawyer… Read More
EXECUTIVE SUMMARY This synopsis is on the Growth and popularity of Naire Marley songs amongst… Read More