Outlier estimation and detection in time series model

• Main Authors: Ang, Liyun, Tan, Ann Chi, Teh, Judy Hui Hui
• Other Authors: Balasooriya, Uditha
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Mathematical finance
• Online Access: http://hdl.handle.net/10356/9481
• Institution: Nanyang Technological University

This study attempts to better understand the impact of an outlier in time series model and the importance of outlier detection. This enables better analysis to be performed and to make the necessary adjustments for forecasting.