Communications for Statistical Applications and Methods

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Fig. 2.

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Fig. 2.

Actual observations and one-step ahead forecasts (sample median as predicted value): a) INARCH(1), b) INTARCH(1) with grand mean threshold, c) INTARCH(1) with local mean threshold, d) NB1-INARCH(1), e) NB1-INTARCH(1) with grand mean threshold, f) NB1-INTARCH(1) with local mean threshold, g) NB2-INARCH(1), h) NB2-INTARCH(1) with grand mean threshold, i) NB2-INTARCH(1) with local mean threshold. Actual series and forecasts in dashed-black color and red color, respectively.

Communications for Statistical Applications and Methods 2020;27:177-87 https://doi.org/10.29220/CSAM.2020.27.2.177
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