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Procedure for Estimation of Additive Time Series Model

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  • K.C.N. Dozie

    (Department of Statistics Imo State University, Owerri, Imo State, Nigeria)

  • M.U. Uwaezuoke

    (Department of Mathematics Imo State University, Owerri, Imo State, Nigeria)

Abstract

The procedure for estimation of lineartrend cycle and seasonal components and accepts additive model is examined in this study. Estimates of the periodic, seasonal and overall means and variances with error terms and error variances are obtained for additive model. Empirical example based on short series in which trend cycle component is jointly estimated for the linear case is applied to determine suitable model for decomposition of the study series.

Suggested Citation

  • K.C.N. Dozie & M.U. Uwaezuoke, 2021. "Procedure for Estimation of Additive Time Series Model," International Journal of Research and Scientific Innovation, International Journal of Research and Scientific Innovation (IJRSI), vol. 8(2), pages 251-256, February.
    • Handle: RePEc:bjc:journl:v:8:y:2021:i:2:p:251-256
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