The nᵗʰ Power Transformation of the Error Component of the Multiplicative Time Series Model

Dike, A and Otuonye, E and Chikezie, D (2016) The nᵗʰ Power Transformation of the Error Component of the Multiplicative Time Series Model. British Journal of Mathematics & Computer Science, 18 (1). pp. 1-15. ISSN 22310851

[thumbnail of Dike1812016BJMCS27246.pdf] Text
Dike1812016BJMCS27246.pdf - Published Version

Download (241kB)

Abstract

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 results showed that they conformed to the general rule.

Item Type: Article
Subjects: STM Digital Library > Mathematical Science
Depositing User: Unnamed user with email support@stmdigitallib.com
Date Deposited: 09 Jun 2023 05:49
Last Modified: 24 May 2024 06:05
URI: http://archive.scholarstm.com/id/eprint/1288

Actions (login required)

View Item
View Item