caa a22 4500 378929895 CHVBK 20180305123627.0 cr unu---uuuuu 161128e20040518xx s 000 0 eng 10.2202/1558-3708.1208 doi (NATIONALLICENCE)gruyter-10.2202/1558-3708.1208 Riani Marco 1University of Parma, mriani@unipr.it Extensions of the Forward Search to Time Series [Elektronische Daten] [Marco Riani] This paper extends the forward search technique to the analysis of structural time series data. It provides a series of powerful new forward plots that use information from the whole sample to display the effect of each observation on a wide variety of aspects of the fitted model and shows how the forward search, free from masking and swamping problems, can detect the main underlying features of the series under study (masked multiple outliers, level shifts or transitory changes). The effectiveness of the suggested approach is shown through the analysis of real and simulated data. ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston Studies in Nonlinear Dynamics & Econometrics De Gruyter 8/2(2004-05-18) 8:2 2004 8 snde https://doi.org/10.2202/1558-3708.1208 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.2202/1558-3708.1208 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Riani Marco 1University of Parma, mriani@unipr.it NATIONALLICENCE 773 0- Studies in Nonlinear Dynamics & Econometrics De Gruyter 8/2(2004-05-18) 8:2 2004 8 snde CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter