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Sapan Gözlem ile Yapısal Kırılma Noktası İlişkisi ve Bunun Bayesyen Otoregresif Süreçle Tespiti = The Relationship of Aberrant Observation and Structural Break Point : Determination With Bayesian Autoregressive Process

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Author(s): Oya Ekici | Özlem Yorulmaz

Journal: Dogus University Journal
ISSN 1302-6739

Volume: 9;
Issue: 2;
Start page: 146;
Date: 2008;
Original page

Keywords: Kırılma Noktası | Sapan Gözlemler | Seviye Kayması | Perron Süreci | Otoregresif Sürecin Son Dağılımı | Aberrant Observations | Level Shift | Perron’s Process | Posterior Distribution of Autoregressive Process and Structural Break

ABSTRACT
In time series, structural break point can be considered as Level Shift, one type of aberrant observation. Types of aberrant observations, especially Level Shift, and Bayesian autoregressive process are mentioned in the study. In this extent, the ability of finding Level Shift with Bayesian Autoregressive process is also demonstrated on real data.

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