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Detecting Level Shifts in Time Series

โœ Scribed by Balke, Nathan S.


Book ID
120424277
Publisher
American Statistical Association
Year
1993
Tongue
English
Weight
464 KB
Volume
11
Category
Article
ISSN
0735-0015

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A uniยฎed method to detect and handle innovational and additive outliers, and permanent and transient level changes has been presented by R. S. Tsay. N. S. Balke has found that the presence of level changes may lead to misidentiยฎcation and loss of test-power, and suggests augmenting Tsay's procedure