The nth Power Transformation of the Error Component of the Multiplicative Time Series Model
A. O. Dike *
Department of Mathematics and Statistics, Akanu Ibiam Federal Polytechnic, Unwana, P.M.B.1007, Afikpo, Ebonyi State, Nigeria
E. L. Otuonye
Department of Statistics, Faculty of Biological and Physical Sciences, Abia State University, P.M.B.2000, Uturu, Nigeria
D. C. Chikezie
Department of Statistics, Faculty of Biological and Physical Sciences, Abia State University, P.M.B.2000, Uturu, Nigeria
*Author to whom correspondence should be addressed.
Abstract
In this paper the author(s) present derivations for the mean and variance of the nth power transformation of the error component of the multiplicative time series model. as a general rule to any power transformation. Some of the published transformations like the square root and the inverse were used to validate the results obtained. The results showed that they conformed to the general rule.
Keywords: Power transformations, probability density, function, error component, multiplicative time series