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Research Article Open access CC BY 4.0

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 · pp. 1–15 · Published 4 Aug 2016

10.9734/BJMCS/2016/27246

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.

Power transformations probability density function error component multiplicative time series

Cited by 3

On the Use of the Power Transformation Models to Improve the Temperature Time Series

S. A. Othman, Haithem Taha Mohammad Ali · Statistics, Optimization & Information Computing · 2023

Assessing the Impact of Square Root Transformation on Weibull-Distributed Error Component of a Multiplicative Error Model

Onyemachi Chris Uchechi · Science Journal of Applied Mathematics and Statistics · 2021

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