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. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ********************** "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.mendelss...@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" ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
