State-Dependent Model Based on Singular Spectrum Analysis Vector for Modeling Structural Breaks: Forecasting Indonesian Export
Standard time-series modeling requires the stability of model parameters over time. The instability of model parameters is often caused by structural breaks, leading to the formation of nonlinear models. A state-dependent model (SDM) is a more general and flexible scheme in nonlinear modeling. On th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-02-01
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| Series: | Forecasting |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-9394/6/1/9 |