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Azami Zaharim
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Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Mathematics

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Detection Procedure for A Single Outlier in a Bilinear Model 1azami Zaharim, 2mohammad Said Zainol, 3ibrahim Azami Zaharim; Mohammad Said Zainol; Ibrahim Mohamed; Mohd Sahar Yahaya
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 6, No 1 (2006)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v6i1.934

Abstract

A single outlier detection procedure for data generated from BL(1,1,1,1) models is developed. It iscarried out in three stages. Firstly, the measure of impact of an IO, AO, TC and LC, denoted by IO  ,AO  , TC  and LC  , respectively are derived based on least squares method. Secondly, test statisticsand test criteria are defined for classifying an observation as an outlier of its respective type. Finally,a general single outlier detection procedure is presented to distinguish a particular type of outlier at atime point t.
Co-Authors ibrahim Mohamed mohammad Said Zainol Mohd Sahar Yahaya