brayan rojas - 2010-08-24

I have a LSTAR model but I want to restrict the model in a linear part and nonlinear part, for example, I have a model with AR(13) and transition variable  Y(t-2), in a linear part only AR(1) y AR(12) are significatly and in a nonlinear part AR(1) and AR(8) but i don´t restricted this model.

Anyone know how do this?