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Smooth Transitions, Neural Networks, and Linear Models - CiteSeerX

Smooth Transitions, Neural Networks, and Linear Models - CiteSeerX

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Table 2: <strong>Linear</strong>ity test.Series Lags in Þ Ø Lags in Ü Ø Ô-value1 - Austria ½ ½ ¼¼½¼¿2 - Belgium ½ ¾ ¿ ½ ¿ ¼¼¼3 - Denmark ½ ½ ¼¼4 - Finl<strong>and</strong> ½ ¾ ¿ ¾ ¾¼½½ ¢ ½¼ 5 - France ½ ¿ ¿ ¼¼¼½6 - Germany ½ ½ ¼¼¼7 - The Netherl<strong>and</strong>s ½ ½ ¼¼8 - Norway ½ ½ ¼½¿¼¼9 - Sweden ½ ½ ¼¼¼10 - Spain ½ ¿ ½ ¼¼¼11 - India ½ ¿ ½ ¿ ¾¼ ¢ ½¼ ½¼12 - Siri Lanka ½ ¾ ¼13 - Australia ½ ½ ¼¼¼¼½14 - United Kingdom ½ ¾ ½ ¼½½27

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