Residual Types in Time Series and Their Applications

Year 2012, Volume: 25 Issue: 2, 409 - 416, 16.04.2012

Mehmet Güray Ünsal , Reşat Kasap

https://izlik.org/JA38BH62LS

Abstract

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.

Keywords

Time Series Analysis , Residual Types , Diagnostic Checking

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