Table 1: Statistical Definitions of Assignable Causes in Time Series
Table 1: Statistical Definitions of Assignable Causes in Time Series
| Assignable cause | Statistical definition | Value of Yt | ||
|---|---|---|---|---|
| t < T | t = T | t > T | ||
| Additive outlier (AO) | Xt = 1, when t = T; Xt = 0, otherwise |
+ I | ||
| Temporary change (TC) | Xt = dt-T , when t ≥ T; Xt = 0, t < T |
+ I | + Idt-T | |
| Level shift (LS) | Xt = 1, when t ≥ T; Xt = 0, t < T |
+ I | + I | |