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
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
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