| Article ID: | iaor20118396 |
| Volume: | 2 |
| Issue: | 2 |
| Start Page Number: | 92 |
| End Page Number: | 92 |
| Publication Date: | Jul 2006 |
| Journal: | Pakistan Journal of Statistics and Operation Research |
| Authors: | Mohamed Ibrahim, Zaharim Azami, Yahya Muhammad Sahar, Zainol Mohammad Said |
| Keywords: | time series: forecasting methods |
In the literature, various nonlinear time series data was shown to exist. As a result, studies on nonlinear models have been carried out. One of them is bilinear model. Further, there is a possibility that outliers may exist in the data. In this article, the possibility of an outlier appear in a special case of bilinear model, BL(1,1,1,1) is investigated. An outlier detection procedure is proposed.