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Detection Procedure for a Single Additive Outlier and Innovational Outlier in a Bilinear Model

Pakistan Journal of Statistics and Operation Research

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Field Value
 
Title Detection Procedure for a Single Additive Outlier and Innovational Outlier in a Bilinear Model
 
Creator Zaharim, Azami
Ahmad, Ibrahim
Mohamed, Ibrahim
Yahaya, Mohd Sahar
 
Description A single outlier detection procedure for data generated from BL(1,1,1,1) models is developed. It is carried out in three stages. Firstly, the measure of impact of an IO and AO denoted by IO ω , AO ω , respectively are derived based on least squares method. Secondly, test statistics and test criteria are defined for classifying an observation as an outlier of its respective type. Finally, a general single outlier detection procedure is presented to distinguish a particular type of outlier at a time point t.
 
Publisher College of Statistical and Actuarial Sciences
 
Date 2007-01-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/69
10.18187/pjsor.v3i1.69
 
Source Pakistan Journal of Statistics and Operation Research; Vol 3. No. 1, Jan 2007; 1-5
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/69/47