Chapter 23: Consequences of Systematic Disturbances in Time Series Data
Systematically selecting observations from the time series
Types of systematic disturbances
23.2 Coding Systematic Disturbances in Time Series Data
Systematic selection based on the decile group
Systematic selection based on the calendar month
23.3 Results for the Effect of Systematic Disturbances
Systematic disturbances inserted for the top 10% of time series values
Systematic disturbances inserted for three consecutive calendar months
23.5 General Conclusions of the Simulations for Time Series Forecasting Shown in Chapters 21–23