Consultation

[Daniel Oro]

Caro Antonio,

Please let me ask you some doubts related to the tsdyn-setar package. I
run several setar models to assess which AR(n) model fit best with my
time-series data (which is flickering between two stable states). The
variable is temperature of a hibernating animal. What I want to do next
is to assess if an external time-series variable (air temperature)
explains part of the variability of my variable of interest (body
temperature). However, I don't know if I can accommodate this type of
model with the package; can you help me with this? If this is not the
right package, can you please recommend a proper one (giving also
likelihood and AIC values)?

Best wishes,

Daniel

--
************************************************
Daniel Oro
Professor
CSIC
IMEDEA, now at CEAB
Spain
www.theelab.net
************************************************

[Matthieu S]

Hi Daniel

Do you want as regressors both thye lags and an external variable, or only the external one? If you want the external only, that'sa  segemtned model, see point 6 in FAQ and package seglm. If you want to mix both, this is not currently possible unfortunately.

Best

Matthieu

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