Dear Kyu,
You might want to refer to Allen McDowell's 2002 article in the Stata
Journal, 2, Number 1, pp. 71-85 on modeling transfer functions with
Stata. It addresses the issues contained in the Box-Tiao JASA article in
1975.
Regards,
Bob Yaffee
2100 Linwood Avenue
Apt 19-W
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: "Kyu S. Hahn" <[email protected]>
Date: Wednesday, December 22, 2004 1:47 pm
Subject: st: Box and Tiao Intervention Model
> I am looking for a stata code that will implement the Box and Tiao
> intervention model (Box and Tiao (1975), "Intervention Analysis
> with
> Applicaitons to Economic and Environmental Problems." Journal of
> American
> Statistical Association 70(1): 70-79.). If anyone knows of a
> stata code to
> implement this model, or any other functional equivalents, I would
> truly
> appreciate. Thank you.
>
> Kyu
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
