Table 10 PSTAR optimal threshold.
Order | Threshold (c) | Parameter of transition (γ) | RSS | AIC | BIC |
|---|---|---|---|---|---|
m = 1 | \({\hat{c}}_{1}=33.314\) | \({\hat{\gamma }}_{1}=18.557\) | 7.6e + 7 | 8.108 | 8.183 |
\({\hat{c}}_{2}=63.348\) | \({\hat{\gamma }}_{2}=975.09\) |
Order | Threshold (c) | Parameter of transition (γ) | RSS | AIC | BIC |
|---|---|---|---|---|---|
m = 1 | \({\hat{c}}_{1}=33.314\) | \({\hat{\gamma }}_{1}=18.557\) | 7.6e + 7 | 8.108 | 8.183 |
\({\hat{c}}_{2}=63.348\) | \({\hat{\gamma }}_{2}=975.09\) |
