Main Article Content
Abstract
In the literature, various nonlinear time series data was shown to exist. As a result, studies on nonlinear models have been carried out. One of them is bilinear model. Further, there is a possibility that outliers may exist in the data. In this article, the possibility of an outlier appear in a special case of bilinear model, BL(1,1,1,1) is investigated. An outlier detection procedure is proposed.
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How to Cite
Mohamed, I., Zaharim, A., Yahya, M. S., & Zainol, M. S. (2006). Detection of outliers in BL(1,1,1,1) Models using Least Squares Method. Pakistan Journal of Statistics and Operation Research, 2(2), 99-101. https://doi.org/10.18187/pjsor.v2i2.92
