Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models

DOI10.1080/02664769823133zbMath0936.62103OpenAlexW1980711457MaRDI QIDQ4266352

F. Javier Trívez, Javier Nievas

Publication date: 18 May 2000

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664769823133

zbMATH Keywords

outlierssimulationtime seriessample autocorrelationsample partial autocorrelation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models ⋮ Specification error caused by level shifts and temporary changes in ARMA–GARCH models

Cites Work

• Understanding the effect of time series outliers on sample autocorrelations
• Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Unnamed Item
• Unnamed Item

This page was built for publication: Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models