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El numero apropiado de rezagos (lags) para los modelos TAR y MTAR fue seleccionado utilizando Criterio de Informacion Akaike (AIC), Criterio de Informacion Bayesiano (BIC) y Ljung-Box Q test [23].
To test for asymmetric responses, we employ two models: a threshold autoregressive (TAR) model and a momentum-threshold autoregressive (MTAR) model.
The first involves testing the null of no convergence effects as [H.sub.10]: [[rho].sub.1] = [[rho].sub.2] = 0 and this is tested using the F-Max (*) statistic for the TAR model and the F-Max (*)(M) statistic for the MTAR model.
using momentum threshold autoregressive (MTAR) method following Enders and Siklos (2001).
The equations mentioned above will be estimated for long-run relationship and for cointegration allowing for TAR and MTAR adjustment following Engle and Granger's (1987) methodology.
29 April 2010 - Indian credit rating agency CRISIL kept yesterday at A+ with a "stable" outlook and at P1 the ratings on various bank facilities of local precision engineering company MTAR Technologies Pvt Ltd.
Taken at face value, the MTAR model associates decreases in federal revenues with conventional tax-spend effects.
On the other hand, the momentum threshold autoregressive model (MTAR) allows the budget deficit to display differing amounts of autoregressive decay depending on whether the deficit is increasing or decreasing, measuring the "sharpness" of cycles.
The medical technical radiology assistant (MTAR) is Germany's equivalent to our radiologic technologist.
Because the SBC penalizes additional parameters more than the AIC, it is not too surprising the SBC tends to be large for the TAR and MTAR models.
Tenders are invited for Supply Of Mtar Make Water Lubricated Bearing As Per Tender.
A rappeler que l'ancien ministre du Commerce et de l'artisanat, Abdelwaheb Mtar, avait declare, le 26 aout 2013, que son departement a donne un accord prealable pour l'octroi de trois autorisations d'ouverture d'hypermarches dans les gouvernorats de Ben Arous, Monastir et Gabes.