Residual Types in Time Series and Their Applications


Unsal M. G. , KASAP R.

GAZI UNIVERSITY JOURNAL OF SCIENCE, vol.25, no.2, pp.409-416, 2012 (ESCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 25 Issue: 2
  • Publication Date: 2012
  • Journal Name: GAZI UNIVERSITY JOURNAL OF SCIENCE
  • Journal Indexes: Emerging Sources Citation Index (ESCI), Scopus
  • Page Numbers: pp.409-416
  • Keywords: Time Series, Residual Types, Diagnostic Checking
  • Gazi University Affiliated: Yes

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.