Strikholm, Birgit (contributor); … - 2005 - [Elektronische Ressource], Rev. February 11, 2005
adopt the AR(1) model considered in GP
that has the form
yt = ρyt−1 + εt (7)
with ρ = (0.5,0.7,0.9,1.0), where {εt} ∼ nid (0 … carried out.
The results for the AR(1) model (7) appear in Table 1. The threshold or
transition variable is assumed to be yt−1 …