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−exp(−θYt2−1) } under the null of θ = 0 , and approximate Eqoation (1) by the following auxiliary regression: ΔYt =ξ +δYt3−1 + ∑k biΔYt−i

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) = (~ #a,~(xi), (3) i=7 where c~ denotes the "and" operator such as min, product or ony T-norm \[8\]. Dafinition 3. A fuzzy rule-base