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- W4254677892 abstract "The general AutoRegressive Integrated Moving Average (<italic>ARIMA</italic>) model can be written as the sum of noise and exogenous components. If an exogenous impact is trivially small, the noise component can be identified with the conventional modeling strategy. If the impact is nontrivial or unknown, the sample AutoCorrelation Function (<italic>ACF</italic>) will be distorted in unknown ways. Although this problem can be solved most simply when the outcome of interest time series is long and well-behaved, these time series are unfortunately uncommon. The preferred alternative requires that the structure of the intervention is known, allowing the noise function to be identified from the residualized time series. Although few substantive theories specify the “true” structure of the intervention, most specify the dichotomous onset and duration of an impact. Chapter 5 describes this strategy for building an <italic>ARIMA</italic> intervention model and demonstrates its application to example interventions with abrupt and permanent, gradually accruing, gradually decaying, and complex impacts." @default.
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- W4254677892 date "2017-05-18" @default.
- W4254677892 modified "2023-09-26" @default.
- W4254677892 title "Intervention Modeling" @default.
- W4254677892 doi "https://doi.org/10.1093/oso/9780190661557.003.0005" @default.
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