Home Forum Presentations Presentations of All Participants – Please Click Here Information Criteria for Nonlinear Time-Series

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    Ali Zafer DalarAli Zafer Dalar

    Authors: Dursun AYDIN, Aysu GÜLNAR


    Thank you for your presentation and contribution to the conference. Can we conclude that CP and GCV are the best criteria for SETAR models? In the real world, we can not know the real data generation processes so we can not make a choice between CP and GCV? Do you consider to see Hannan Quinn criteria performance on SETAR models?

    Dursun AydınDursun Aydın

    Thank you for your attention.
    It is correct, we can conclude that Cp and GCV are the best selection methods.
    In the context of real data processes, we will work on the Hannan Quinn criteria.
    It is a further study that we plan to do I think.

    Thank you for your contribution.
    Kind regards.

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