In this paper we study stability conditions of a non-linear times series model which we proposed and named as smooth transition secant hyperbolic Autoregressive model (STSechAR).We use a local linearization technique which depends essentially in studing stability in the neighborhood of anon zero singular point of the model in order to approximate the proposed model to a linear Autoregressive model (AR) . In addition we study and find a stability conditions of a limit cycle (if exists) for the proposed model . We apply a theoritical results which we obtain in this paper to a real data which represent a monthly mean temperature in Kirkuk city for the years (2000-2013) AC .
Mohamed,A A and Hussain,A M . (2017). Stability conditions study of STSechAR Model with application. Journal of Kirkuk University For Administrative and Economic Sciences, 7(2), 318-340.
MLA
Mohamed,A A , and Hussain,A M . "Stability conditions study of STSechAR Model with application", Journal of Kirkuk University For Administrative and Economic Sciences, 7, 2, 2017, 318-340.
HARVARD
Mohamed A A, Hussain A M. (2017). 'Stability conditions study of STSechAR Model with application', Journal of Kirkuk University For Administrative and Economic Sciences, 7(2), pp. 318-340.
CHICAGO
A A Mohamed and A M Hussain, "Stability conditions study of STSechAR Model with application," Journal of Kirkuk University For Administrative and Economic Sciences, 7 2 (2017): 318-340,
VANCOUVER
Mohamed A A, Hussain A M. Stability conditions study of STSechAR Model with application. Journal of Kirkuk University For Administrative and Economic Sciences. 2017;7(2):318-340.
