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BTS Home
>
Publications
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Journal of Transportation and Statistics
>
Volume 7 Number 1
>
Paper 5
Table 1: Statistical Definitions of Assignable Causes in Time Series
Excel
|
CSV
Assignable cause
Statistical definition
Value of
Y
t
t
<
T
t
=
T
t
>
T
Additive outlier (AO)
X
t
= 1, when
t
=
T
;
X
t
= 0, otherwise
µ
µ + I
µ
Temporary change (TC)
X
t
=
d
t-T
, when
t
≥
T
;
X
t
= 0,
t
<
T
µ
µ + I
µ + Id
t-T
Level shift (LS)
X
t
= 1, when
t
≥
T
;
X
t
= 0,
t
<
T
µ
µ + I
µ + I
