Detecting outliers and level shifts in time series using Tsay and Balke procedures
Abstract (Balke (1993) considers only permanent level changes in evaluating Tsays disturbance search procedure is less effective in detecting permanent level changes. Thus, Balke (1993) suggests a white - noise initialization in the disturbance search procedure is not supported by facts. Hence, this...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2004.
|
| Subjects: |