Outlier Details Obs Time ID Type Estimate Chi- Approx Prob>ChiSq Additive -3250.9 87.76 <.0001 186 Wednesday Saturday Additive 1798.1 28.19 <.0001 315 Monday Additive -1611.8 22.65 <.0001 247 Outlier Details Obs Time ID Type Estimate Chi- Approx Square Prob>ChiSq 186 Additive -3250.9 87.76 <.0001 Additive 1798.1 28.19 <.0001 315 Additive -1611.8 22.65 <.0001 247 Outliers: Jan 2 (hangover day!), March 3 (snowstorm), May 10 (graduation day). AR(1) produces 3 outlying next day ‘rebound’ residuals (). Add dummy variables for explainable outliers data next; merge outarima energy; by date;
Outlier Details Obs Time ID Type Estimate Approx Prob>ChiSq 186 Wednesday Additive -3250.9 87.76 <.0001 315 Saturday Additive 1798.1 28.19 <.0001 247 Monday Additive -1611.8 22.65 <.0001 Outlier Details Obs Time ID Type Estimate Approx Prob>ChiSq 186 Additive -3250.9 87.76 <.0001 315 Additive 1798.1 28.19 <.0001 247 Additive -1611.8 22.65 <.0001 Outliers: Jan 2 (hangover day!), March 3 (snowstorm), May 10 (graduation day). AR(1) produces 3 ‘rebound’ outlying next day residuals (). Add dummy variables for explainable outliers data next; merge outarima energy; by date; Chi- Square Chi-
Dickey_Advenures%20in%20Forecasting%20Short%20Course.docx