Analysising and Forecasting for TAR Models with Exogenous Multi-Variables
碩士 === 國立政治大學 === 應用數學系 === 104 === In this research, we use exogenous multi-variables as threshold values to construct a threshold autoregressive model in order to analysis and forecast TAIEX index between 103 years and 105 years. Constructing the threshold autoregressive model with multi-variables...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50335258900017189983 |