Generalized Power Transformation of Error Components of Multiplicative Time Series Model | Chapter 10 | Recent Studies in Mathematics and Computer Science Vol. 1

 In this paper the author(s) present derivations for the mean and variance of the nth power transformation of the error component of the multiplicative time series model. As a general rule to any power transformation. Some of the published transformations like the square root and the inverse were used to validate the results obtained. The…
Read more

March 31, 2020 0