Performances of non-linear smooth transition autoregressive and linear autoregressive models in forecasting the Ringgit-Yen rate
This study compares the performance of Smooth Transition Autoregressive (STAR) non-linear model and the conventional linear Autoregressive (AR) time series model in forecasting the Ringgit-Yen rate. Based on standard linearity test procedure, we find empirical evidence that the adjustment of the Rin...
| मुख्य लेखकों: | , |
|---|---|
| स्वरूप: | लेख |
| भाषा: | English |
| प्रकाशित: |
Universiti Putra Malaysia Press
2002
|
| ऑनलाइन पहुंच: | http://psasir.upm.edu.my/id/eprint/3364/1/Performances_of_Non-linear_Smooth_Transition_Autoregressive_and_Linear.pdf |