Compare the EDQ and the TWQ for probabilities ((0.05,0.5,0.95)) of the logs of CPI series in file
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Compare the EDQ and the TWQ for probabilities \((0.05,0.5,0.95)\) of the logs of CPI series in file CPIEurope2000-15.csv. Compute these quantiles in levels and first differences. Note the extreme behavior of Series 30 and 34, that correspond to Iceland and Turkey in this period. Find which series are seasonal and which are not with the command chksea.
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Related Book For
Statistical Learning For Big Dependent Data
ISBN: 9781119417385
1st Edition
Authors: Daniel Peña, Ruey S. Tsay
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