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/2016/27246Abstract
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.
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