 Usage:  x=gentar(nr,thrlag,thr,phi,noise)  

 

 Input:



  nr                     integer: number of threshold regions 

                         

  thrlag                 integer: threshold lag 

                         

  thr                    vector (length nr-1): threshold values that 

                         seperates the regions 

                         

  phi                    vector (length nr*p): AR coefficients in each region. 

                         first p values are for the first region, etc. 

                         

  noise                  vector (length n=sample size needed): noise vector 

                         

 Output:



  x                      generated TAR process 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

