A simulation study of additive outlier in ARMA (1, 1) model
Abnormal observation due to an isolated incident such as a recording error is known as additive outlier and it is often found in time series. Since extreme value of additive outliers may contribute to the inaccuracy of model specification, proper detection procedure is significant to avoid such erro...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Published: |
North Atlantic University Union
2009
|
| Subjects: | |
| Online Access: | http://eprints.um.edu.my/25153/ https://www.naun.org/main/NAUN/ijmmas/mmmas-143.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!