Exponential Smooth Transition Autoregressive (ESTAR) Model

Does anyone know of a package or .m script relating to smooth transition autoregressive (STAR) models?

There doesn't appear to be any information online. I can work it out in R, but I'd much prefer to do it in MATLAB.

[Viktoria]

Hello Niall! The R code you worked out for STAR model, is it for one or for amultiple explanatory variables?

Thanks!

Answer 1

[Alon Sun]

Hello, I come from Xiamen University. You said you can work ESTAR out in R, would you please share the codes with me ? my email address is [e-mail]. Thanks!

Answer 2

[Horace]

Hello，I wonder that if you work STAR out in R with the tsDyn package.Thank you very much.