NUEVA APROXIMACION AL ANALISIS DE SERIES TEMPORALES INTERRUMPIDAS
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Palabras clave

methodology
time series
box-jenkins

Cómo citar

Escudero García, J. R., & Vallejo, G. (2012). NUEVA APROXIMACION AL ANALISIS DE SERIES TEMPORALES INTERRUMPIDAS. R.E.M.A. Revista electrónica De metodología Aplicada, 4(2), 63–75. https://doi.org/10.17811/rema.4.2.1999.63-75

Resumen

In the present work, we show an alternative to the verification of the intervention effect
in time series to which the ARIMA model has been applied. This alternative is based on the
consideration of significant differences in the parameters of ARIMA models, taking into
account only the base line and also taking into account the complete series – base line and
intervention phase. In order to be able to determine when the differences between parameters
are significant, an investigation is carried out by means of the Montecarlo method so that
different significance levels are defined statistically.
https://doi.org/10.17811/rema.4.2.1999.63-75
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