Detecting Over-Influential Observations in Time Series
时间序列中过度影响观测值的识别
The purpose of this paper is to develop a tool for identifying over-influential observations in time series when they are viewed in the time domain. We present a method for obtaining various measures of influence for the autocorrelation function, as well as thresholds for declaring an observation over-influential. An example of the use of these thresholds is also presented.