পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| TAR / SETAR: রেজিমে-সুইচিং টাইম সিরিজের জন্য থ্রেশহোল্ড অটোরিগ্রেশন× | মসৃণ রূপান্তর স্বয়ংক্রীয় রিগ্রেশন (STAR) মডেল× | থ্রেশহোল্ড রিগ্রেশন× | |
|---|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model | Regression model |
| উদ্ভবের বছর≠ | 1990 | 1994 | 2000 |
| প্রবর্তক≠ | Howell Tong | Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002) | Bruce E. Hansen |
| ধরন≠ | Nonlinear time-series model with regime switching | Nonlinear time-series regime-switching model | Nonlinear regime-switching regression |
| মৌলিক উৎস≠ | Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0-19-852300-6 | Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218. DOI ↗ | Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603. DOI ↗ |
| অপর নাম≠ | Threshold Autoregression, Self-Exciting Threshold Autoregression, SETAR Model, Eşik Otoregresyon | smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR | threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression) |
| সম্পর্কিত≠ | 2 | 4 | 5 |
| সারসংক্ষেপ≠ | TAR and SETAR are nonlinear autoregressive models introduced by Howell Tong (1990) that allow a time series to follow different linear dynamics in distinct regimes, separated by one or more threshold values. SETAR is the self-exciting variant, in which the threshold variable is a lagged value of the series itself, making it particularly suited to cycles, asymmetric adjustment, and limit-cycle behavior observed in economic and financial data. | The Smooth Transition Autoregressive (STAR) model is a nonlinear time-series model, developed in Teräsvirta's 1994 framework, that lets the dynamics move smoothly rather than abruptly between two regimes. The logistic variant (LSTAR) captures asymmetric business cycles and the exponential variant (ESTAR) captures purchasing-power-parity deviations. | Threshold regression is a nonlinear, regime-switching model in which the regression parameters take different values above and below an estimated threshold value of a threshold variable. The sample-splitting and threshold-estimation framework was developed by Bruce E. Hansen (2000) and is widely used for time-series and panel data with structural breaks and regime-dependent relationships. |
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