SETAR

(redirected from Self-Exciting Threshold Autoregressive)
AcronymDefinition
SETARSelf-Exciting Threshold Autoregressive (financial dynamics)
SETARSimplified Equivalent Tissue-Air Ratio (radiology)
SETARSenior Engineering Technology Assessment Review
SETARSequential Electronic Timer and Recorder
References in periodicals archive ?
This research seeks to shed further light on the subject by reexamining events with a daily horizon using a different model--the self-exciting threshold autoregressive model.
2) In this study, the self-exciting threshold autoregressive (SETAR) time series model endogenously determines positive and negative event thresholds, thus identifying positive, negative, and non-event regions based on security return characteristics.
t] is replaced with a lagged value of the time series, the model is denoted as a self-exciting threshold autoregressive (SETAR) model of order (n;[k.