toLatex.setar

Produce LaTeX output of the SETAR model.

Implements nonlinear autoregressive (AR) time series models. For univariate series, a non-parametric approach is available through additive nonlinear AR. Parametric modeling and testing for regime switching dynamics is available when the transition is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR). For multivariate series, one can estimate a range of TVAR or threshold cointegration TVECM models with two or three regimes. Tests can be conducted for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo 2006).

Matthieu Stigler

tsDyn

Nonlinear Time Series Models with Regime Switching

Antonio Fabio Di Narzo

Jose Luis Aznarte

toLatex.setar function

<dl><dt>object</dt>
<dd>fitted setar model (using <code>nlar</code>)</dd>
<dt>digits</dt>
<dd>options to be passed to <code><a href="/link/format?package=tsDyn&version=11.0.4.1" data-mini-rdoc="tsDyn::format">format</a></code> for formatting
numbers</dd>
<dt>label</dt>
<dd>LaTeX label passed to the equation</dd>
<dt>...</dt>
<dd>Not used</dd></dl>

Arguments

Author

Latex representation of fitted setar models — toLatex.setar

<dl>

<dt>object</dt>
<dd>fitted setar model (using <code>nlar</code>)</dd>


<dt>digits</dt>
<dd>options to be passed to <code><a href='https://rdrr.io/r/base/format.html'>format</a></code> for formatting
numbers</dd>


<dt>label</dt>
<dd>LaTeX label passed to the equation</dd>


<dt>...</dt>
<dd>Not used</dd>

</dl>

toLatex.setar: Latex representation of fitted setar models

Description

Usage

Arguments

Author

See Also

Examples