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- Title
Residual Types in Time Series and Their Applications.
- Authors
ÜnSal, Mehmet GÜRay; Kasap, Reşat
- 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.
- Subjects
TIME series analysis; MATHEMATICAL literature; DECISION theory; MATHEMATICAL analysis; MATHEMATICAL statistics; COMPUTER simulation
- Publication
Gazi University Journal of Science, 2012, Vol 25, Issue 2, p409
- ISSN
1303-9709
- Publication type
Article