Terui, N.

model series forecast van dijk / nonlinear signi ficant forecasting expar method signi data points 3 1 b journal terui nonlinear models l h j ficant performance time series result coef ficients autoregressive combination ficient predictor expar model l.t.e 1 3 1 point van dijk nonlinearity linearity process 6 4 p sunspot threshold time series models sample 6 4 2 sp 500 sp 500 series new-f test table 3 1 time series analysis order analysis parameter error number university prgnp canadian nonlinear series sample performance sunspot series nelson erasmus university rotterdam property b g 6 r j h research bt uy 1 6 p 6 new-f observation combination method tar-f test cusum test lynx series period linearity tests tar model 0.965 10 series plosser modeling economic level 1.652