Some applications of the Blowfly data: Chan, K.S. and Tong, H. (1986). On estimating thresholds in autoregressive models. Journal of Time Series Analysis, 7(3), 179-190. Tong, H. (1983). Threshold Models in Non-linear Time Series Analysis. Springer-Verlag, New York, pp. 272-276. Tsay, R.S. (1988). Non-linear time series analysis of blowfly population. Journal of Time Series Analysis, 9(3), 247-263.