On Properties of the Inverse Cube Transformation of Error Component of the Multiplicative Time Series Model
American Journal of Theoretical and Applied Statistics
Volume 5, Issue 5, September 2016, Pages: 280-284
Received: May 19, 2016;
Accepted: Jul. 1, 2016;
Published: Aug. 17, 2016
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Dike A. O., Department of Maths and Statistics, AkanuIbiam Federal Polytechnic, Unwana, Afikpo, Nigeria
Otuonye E. L., Department of Statistics, Faculty of Biological and Physical Sciences, Abia State University, Uturu, Nigeria
Chikezie D. C., Department of Statistics, Faculty of Biological and Physical Sciences, Abia State University, Uturu, Nigeria
Sambo D., Department of Maths and Statistics, AkanuIbiam Federal Polytechnic, Unwana, Afikpo, Nigeria
This paper examines the inverse cube transformation of error component
of multiplicative time series model. The probability density function (pdf) of the inverse cube root transformation of the multiplicative time series model was established, Further the
was mathematically proved as a proper pdf since
The Statistical properties (mean and variance) of the inverse cube transformation were equally shown.
Dike A. O.,
Otuonye E. L.,
Chikezie D. C.,
On Properties of the Inverse Cube Transformation of Error Component of the Multiplicative Time Series Model, American Journal of Theoretical and Applied Statistics.
Vol. 5, No. 5,
2016, pp. 280-284.
Copyright © 2016 Authors retain the copyright of this article.
This article is an open access article distributed under the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/
) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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