Outliers, level shifts, and variance changes in time series

Journal of Forecasting

Volumn 7, Issue 1, 1988, Pages 1-20

  Tsay, Ruey S ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Additive outlier; ARIMA model; Innovational outlier; Intervention analysis; Model change

Indexed keywords

EID: 84944452417     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.3980070102     Document Type: Article

References (32)

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