D. C. Chikezie

Power Transformations and Unit Mean and Constant Variance Assumptions of the Multiplicative Error Model: The Generalized Gamma Distribution

J. Ohakwe & D. C. Chikezie · Journal of Advances in Mathematics and Computer Science · 2013

Aims: To study the implications of power transformations namely; inverse-square-root, inverse, inverse-square and square transformations on the error component of the multiplicative error and determine whether the unit-mean and constant variance assumptions of the model are eithe...

Open access Research Article 10.9734/BJMCS/2014/6464

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

A. O. Dike, E. L. Otuonye & D. C. Chikezie · Journal of Advances in Mathematics and Computer Science · 2016

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...

Open access Research Article 10.9734/BJMCS/2016/27246