Statistical Analysis of Time Series Model: Additive Case
- August 31, 2020
- Posted by: RSIS Team
- Categories: IJRIAS, Mathematics
International Journal of Research and Innovation in Applied Science (IJRIAS) | Volume V, Issue IV, July 2020 | ISSN 2454-6194
Statistical Analysis of Time Series Model: Additive Case
Kelechukwu C.N Dozie1, C.C Ibebuogu2
1Department of Statistics Imo State University Owerri, Imo State, Nigeria
2Department of Computer Science Imo State University Owerri, Imo State, Nigeria
Abstract: The purpose of this paper is to examine the condition(s) under which the linear trend cycle component with emphasis on the additive time series model is the most appropriate model in time series analysis. This paper is to identify the series that admits additive model using the Buys-Ballot procedure. Also, to estimate missing observations by the method of mean imputation. Table 1 show that, the seasonal variance of Buys-Ballot table for additive model, is a function of trend parameters only but do not contain seasonal indices.
Keywords: Descriptive Time Series, Trend-Cycle component, Additive Model, Choice of Model, Buys-Ballot Estimates.
