Search found 2 matches
- Fri Jul 09, 2010 3:09 am
- Forum: Estimation
- Topic: Problem with LSTAR model estimation
- Replies: 1
- Views: 2285
Eviews version
I forgot: I use version 4.0.
- Fri Jul 09, 2010 2:33 am
- Forum: Estimation
- Topic: Problem with LSTAR model estimation
- Replies: 1
- Views: 2285
Problem with LSTAR model estimation
Hello, I'm estimating a logistic STAR of order 3 for a time series with the following equation object: equation LSTAR3.ls u_tr = c(1) + c(2) * u_tr(-1) + c(3) * u_tr(-2) + c(4) * u_tr(-3) + (1/(1+exp( - (c(5)^2) * (s - c(6)) ) ) ) * ( c(7) + c(8) * u_tr(-1) + c(9) * u_tr(-2) + c(10) * u_tr(-3) ) (s ...