Hi Berta, Did you have any luck finding code for the gradual permanent impact intervention? I am trying to fit two types of intervention effects for two different models - a gradual and a sudden impact effect - and unable to find any code on how to do this. thanks Jon -- View this message in context: http://r.789695.n4.nabble.com/interrupted-time-series-analysis-using-ARIMA-models-tp794821p3510253.html Sent from the R help mailing list archive at Nabble.com.
interrupted time series analysis using ARIMA models
2 messages · jpehsani, Roy Mendelssohn - NOAA Federal
Look at: de Jong, P. and Penzer, J. (1998) Diagnosing shocks in time series. Journal of the American Statistical Association. 93, 796-806. A pdf is available at: http://stats.lse.ac.uk/penzer/publications.html -Roy M.
On May 9, 2011, at 1:32 PM, jpehsani wrote:
Hi Berta, Did you have any luck finding code for the gradual permanent impact intervention? I am trying to fit two types of intervention effects for two different models - a gradual and a sudden impact effect - and unable to find any code on how to do this. thanks Jon -- View this message in context: http://r.789695.n4.nabble.com/interrupted-time-series-analysis-using-ARIMA-models-tp794821p3510253.html Sent from the R help mailing list archive at Nabble.com.
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********************** "The contents of this message do not reflect any position of the U.S. Government or NOAA." ********************** Roy Mendelssohn Supervisory Operations Research Analyst NOAA/NMFS Environmental Research Division Southwest Fisheries Science Center 1352 Lighthouse Avenue Pacific Grove, CA 93950-2097 e-mail: Roy.Mendelssohn at noaa.gov (Note new e-mail address) voice: (831)-648-9029 fax: (831)-648-8440 www: http://www.pfeg.noaa.gov/ "Old age and treachery will overcome youth and skill." "From those who have been given much, much will be expected"