'Setar model in r
I am currently working on a threshold model using Tsay approach. I am really stuck on how to determine the Threshold value and I am currently using R. From the book I read I noticed firstly I need to create a scatter plot of recursive t ratios of AR cofficients vs ordered threshold, inorder to identify the threshold value. However I'm not able to produce this plot in R. Is there R codes available to generate this plot?
Sources
This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.
Source: Stack Overflow
| Solution | Source |
|---|