Understanding the effect of time series outliers on sample autocorrelations

10.1007/BF02563108

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Bibliographic Details
Main Author:	Chan, W.-S.
Other Authors:	ECONOMICS & STATISTICS
Format:	Article
Published:	Springer-Verlag 2011
Subjects:	Additive outlier Arma model Innovational outlier Level shift Temporary change
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/21422
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-21422
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spelling	sg-nus-scholar.10635-214222015-01-29T10:34:14Z Understanding the effect of time series outliers on sample autocorrelations Chan, W.-S. ECONOMICS & STATISTICS Additive outlier Arma model Innovational outlier Level shift Temporary change 10.1007/BF02563108 Test 4 1 179-186 2011-04-18T08:42:08Z 2011-04-18T08:42:08Z 1995 Article Chan, W.-S. (1995). Understanding the effect of time series outliers on sample autocorrelations. Test 4 (1) : 179-186. ScholarBank@NUS Repository. <a href="https://doi.org/10.1007/BF02563108" target="_blank">https://doi.org/10.1007/BF02563108</a> 11330686 18638260 http://scholarbank.nus.edu.sg/handle/10635/21422 NOT_IN_WOS Springer-Verlag Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Additive outlier Arma model Innovational outlier Level shift Temporary change
spellingShingle	Additive outlier Arma model Innovational outlier Level shift Temporary change Chan, W.-S. Understanding the effect of time series outliers on sample autocorrelations
description	10.1007/BF02563108
author2	ECONOMICS & STATISTICS
author_facet	ECONOMICS & STATISTICS Chan, W.-S.
format	Article
author	Chan, W.-S.
author_sort	Chan, W.-S.
title	Understanding the effect of time series outliers on sample autocorrelations
title_short	Understanding the effect of time series outliers on sample autocorrelations
title_full	Understanding the effect of time series outliers on sample autocorrelations
title_fullStr	Understanding the effect of time series outliers on sample autocorrelations
title_full_unstemmed	Understanding the effect of time series outliers on sample autocorrelations
title_sort	understanding the effect of time series outliers on sample autocorrelations
publisher	Springer-Verlag
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/21422
_version_	1681079830087467008

Understanding the effect of time series outliers on sample autocorrelations

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