How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
This study compares the forecasting performance between Smooth Transition Autoregressive (STAR) non-linear model and the conventional linear Autoregressive (AR) time series model using the simple random walk (SRW) model as the standard reference model. To accomplish this objective, quarterly freque...
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| Main Authors: | , |
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| Format: | E-Article |
| Language: | English |
| Published: |
UPM
2002
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18597/7/How%20Well%20the%20Ringgit-Yen%20Rate%20Fits%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/18597/ |
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