Detection of outliers in BL(1,1,1,1) Models using Least Squares Method

Ibrahim Mohamed, Azami Zaharim, Muhammad Sahar Yahya, Mohammad Said Zainol

Abstract


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.

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DOI: http://dx.doi.org/10.1234/pjsor.v2i2.92

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