Stability conditions for limit cycle of Smooth Transition Hyperbolic Tangent Autoregressive model
Main Article Content
Abstract
In this paper, we suggest one of a discrete time non-linear time series model, known as Smooth transition Hyperbolic tangent Autoregressive model of order STtanhAR(p) , and finding stability condition of a limit cyclewhen the model processes a limit cycle of period . At first we find a stability condition of a limit cycle of STtanhAR(1) by using a local linearization method , then generalized this conditions to the p-order model with tow examples.
Article Details
Issue
Section
Articles