RESIDUAL TYPES IN TIME SERIES AND THEIR APPLICATIONS
Autores:
Mehmet Güray ÜNSAL Reşat KASAP
Fecha:
2012-04-17
Publicador:
Gazi University Journal of Science
Fuente:
Tipo:
Peer-reviewed Article
Tema:
Time Series, Statistics Time Series Analysis, Residual Types, Diagnostic Checking
Descripción:
Residual types in time series has not been investigated throughly in literature. This study aims to provide practical applications of residual types. In this study, firstly, basic information about different types of residuals was given and some features of the residuals were investigated with numerical applications. Then a simulation study was conducted to show differences in decisions when different residual types were considered in diagnostic checking.