HETEROSCEDASTICS TIME SERIES MODELLING WITH INTERVENTION AND OUTLIERS FACTOR
Non-stationary time series data is influenced by several factors. The factors reviewed in this study were intervention and outliers. If these two factors have no effect, then heteroscedastic time series modeling and also combined modeling are performed. This research is expected to evaluate the effe...
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| Main Author: | |
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/47787 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |