Compare the results of Exercise 3 with those obtained via the program arima.rob. Data From Exercise 3:

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Compare the results of Exercise 3 with those obtained via the program arima.rob.

Data From Exercise 3:

Use the package tsoutliers to detect outliers in the 9th and 10th series of the data set TaiwanAirBox032017.csv. Then, use the Lasso approach to detect level shifts and AOs in the same two time series.

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Statistical Learning For Big Dependent Data

ISBN: 9781119417385

1st Edition

Authors: Daniel Peña, Ruey S. Tsay

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Question Posted: May 05, 2024 06:00 AM

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Use the package tsoutliers to detect outliers in the 9th and 10th series of the data set TaiwanAirBox032017.csv. Then, use the Lasso approach to detect level shifts and AOs in the same two time...
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Compare the results of Exercise 3 with those obtained via the program arima.rob. Data From Exercise 3:

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Statistical Learning For Big Dependent Data

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