Analysis of seasonal level shift (SLS) detection in SARIMA models
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Publication:4607386
DOI10.1080/03610918.2016.1236952zbMath1407.91190OpenAlexW2523848473MaRDI QIDQ4607386
Publication date: 13 March 2018
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1236952
outlierssimulationlevel shiftadditive outliertransient changeinnovative outlierPakistanSAR (1)seasonal level shiftSMA (1)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Cites Work
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- The Identification of Multiple Outliers in ARIMA Models