𝔖 Bobbio Scriptorium
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Data on level shifts

✍ Scribed by Willis E. Lamb Jr.

Book ID
104162004
Publisher
Elsevier Science
Year
1953
Weight
52 KB
Volume
19
Category
Article
ISSN
0031-8914

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The purpose of this paper is to analyse the effect of not treating Level Shift and Temporary Change outliers on the point forecasts and prediction intervals from ARIMA models. One of the principal conclusions is that the outliers of the type discussed here considerably increase the inaccuracy of poi