Table 1: Statistical Definitions of Assignable Causes in Time Series

Table 1: Statistical Definitions of Assignable Causes in Time Series

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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 tT;
Xt = 0, t < T
+ I + Idt-T
Level shift (LS) Xt = 1, when tT;
Xt = 0, t < T
+ I + I