Intervention Analysis with Applications to Economic and Environmental Problems
作者:
G.E. P. Box,
G.C. Tiao,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1975)
卷期:
Volume 70,
issue 349
页码: 70-79
ISSN:0162-1459
年代: 1975
DOI:10.1080/01621459.1975.10480264
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This article discusses the effect of interventions on a given response variable in the presence of dependent noise structure. Difference equation models are employed to represent the possible dynamic characteristics of both the interventions and the noise. Some properties of the maximum likelihood estimators of parameters measuring level changes are discussed. Two applications, one dealing with the photochemical smog data in Los Angeles and the other with changes in the consumer price index, are presented.
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