动态回归模型中异常值的检测与处理

Detecting and Treating Outliers in Dynamic Regression Models

Biometrika · 1993
被引 1
ABS 4

中文导读

研究了多时间序列中异常值的检测方法,通过分析单输入传递函数来判断输入异常是否传递到输出。

Abstract

This paper offers an approach to detecting outliers in multiple time series by studying transfer functions with one input where outliers in the input may or may not be passed to the output.

时间序列分析计量经济学异常检测回归分析