On the Method of Identification of Atypical Observations in Time Series
The paper presents a method of detecting atypical observations in time series with or without seasonal fluctuations. Unlike classical methods of identifying outliers and influential observations, its essence consists in examining the impact of individual observations both on the fitted values of the...
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| Format: | Article |
| Language: | English |
| Published: |
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
2020-01-01
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| Series: | Ekonometria |
| Online Access: | https://journals.ue.wroc.pl/eada/article/view/922 |
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