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Understanding the effect of time series outliers on sample autocorrelations

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  • Wai-Sum Chan

Abstract

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Suggested Citation

  • Wai-Sum Chan, 1995. "Understanding the effect of time series outliers on sample autocorrelations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 4(1), pages 179-186, June.
  • Handle: RePEc:spr:testjl:v:4:y:1995:i:1:p:179-186
    DOI: 10.1007/BF02563108
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    File URL: http://hdl.handle.net/10.1007/BF02563108
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    Citations

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    Cited by:

    1. V. A. Reisen & C. Lévy-Leduc & M. Bourguignon & H. Boistard, 2017. "Robust Dickey–Fuller tests based on ranks for time series with additive outliers," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 115-131, January.
    2. F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA, 2009. "MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 9(1).
    3. F. Javier Trivez & Javier Nievas, 1996. "Comportamiento en muestras pequeñas de los atípicos innovacionales: Un ejercicio de simulación," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 5, pages 161-175, Junio.
    4. F. Javier Trivez & Javier Nievas, 1998. "Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(3), pages 409-424.

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