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Outlier Detection and Time Series Modeling
Bovas Abraham and Alice Chuang
Vol. 31, No. 2 (May, 1989), pp. 241-248
Published by: Taylor & Francis, Ltd. on behalf of American Statistical Association and American Society for Quality
Stable URL: http://www.jstor.org/stable/1268821
Page Count: 8
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Some statistics used in regression analysis are considered for detection of outliers in time series. Approximations and asymptotic distributions of these statistics are considered. A method is proposed for distinguishing an observational outlier from an innovational one. A four-step procedure for modeling time series in the presence of outliers is also proposed, and an example is presented to illustrate the methodology.
Technometrics © 1989 American Statistical Association