Seasonal Outliers in Time Series
AbstractIn the analysis of time series, it is frequent to classify perturbations as Additive Outliers (AO), Innovative Outliers (IO), Level Shift (LS) outliers or Transitory Change (TC) outliers. In this paper, a new outlier type, the Seasonal Level Shift (SLS), is introduced in order to complete the usual classification.
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Bibliographic InfoPaper provided by Banco de Espa�a in its series Banco de Espa�a Working Papers with number 9915.
Length: 34 pages
Date of creation: 1999
Date of revision:
ECONOMETRICS ; TIME SERIES ; MATHEMATICAL ANALYSIS;
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