How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models

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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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Bibliographic Details
Main Authors:	Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah
Format:	Article
Language:	English
Published:	UPM 2002
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18597/ http://ir.unimas.my/id/eprint/18597/7/How%20Well%20the%20Ringgit-Yen%20Rate%20Fits%20%28abstract%29.pdf

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