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…
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March 31, 2020 0