topic Re: TAR Models in SAS/IML Software and Matrix Computations https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/TAR-Models/m-p/115090#M897 <HTML><HEAD></HEAD><BODY><P>I haven't heard of this model, but a quick internet search suggests that you can use PROC ARIMA and PROC MODEL in SAS/ETS software to do this analysis.&nbsp; PROC MODEL is very flexible. See examples at&nbsp; <CITE><A href="http://repository.lib.ncsu.edu/ir/bitstream/1840.16/943/1/etd.pdf">http://repository.lib.ncsu.edu/ir/bitstream/1840.16/943/1/etd.pdf</A>&nbsp; (code begins on p. 69)</CITE></P><P></P><P>The friendly folks at the SAS Forecasting Forum (<A _jive_internal="true" href="https://communities.sas.com/community/support-communities/sas_forecasting">https://communities.sas.com/community/support-communities/sas_forecasting</A>) might be able to discuss this topic with more authority.</P></BODY></HTML> Mon, 23 Jul 2012 12:04:20 GMT Rick_SAS 2012-07-23T12:04:20Z TAR Models https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/TAR-Models/m-p/115089#M896 <HTML><HEAD></HEAD><BODY><P>Hey,</P><P></P><P>I would like to estimate a threshold autoregressive model and some extensions of this class of models, but I do not know if is it possible to estimate it with this software?</P><P>Can someone help me to program this kind of model?</P><P></P><P>Thanks a lot,</P><P></P><P>Anaïs</P></BODY></HTML> Mon, 23 Jul 2012 07:19:57 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/TAR-Models/m-p/115089#M896 anais 2012-07-23T07:19:57Z Re: TAR Models https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/TAR-Models/m-p/115090#M897 <HTML><HEAD></HEAD><BODY><P>I haven't heard of this model, but a quick internet search suggests that you can use PROC ARIMA and PROC MODEL in SAS/ETS software to do this analysis.&nbsp; PROC MODEL is very flexible. See examples at&nbsp; <CITE><A href="http://repository.lib.ncsu.edu/ir/bitstream/1840.16/943/1/etd.pdf">http://repository.lib.ncsu.edu/ir/bitstream/1840.16/943/1/etd.pdf</A>&nbsp; (code begins on p. 69)</CITE></P><P></P><P>The friendly folks at the SAS Forecasting Forum (<A _jive_internal="true" href="https://communities.sas.com/community/support-communities/sas_forecasting">https://communities.sas.com/community/support-communities/sas_forecasting</A>) might be able to discuss this topic with more authority.</P></BODY></HTML> Mon, 23 Jul 2012 12:04:20 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/TAR-Models/m-p/115090#M897 Rick_SAS 2012-07-23T12:04:20Z Re: TAR Models https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/TAR-Models/m-p/115091#M898 <HTML><HEAD></HEAD><BODY><P>Thanks a lot for this document.</P><P>I will try to estimate this model with the codes presented in the document.</P></BODY></HTML> Mon, 23 Jul 2012 13:41:58 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/TAR-Models/m-p/115091#M898 anais 2012-07-23T13:41:58Z