Kyu,
If you consult the McDowell article to do the Box-Tiao intervention
model, it is important to note that because the input is discrete and
not another series with autocorrelation inhering within it, you will not
have to worry about the prewhitening issue. You will only be concerned
about model the univariate impulse response function and the noise model.
- 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/
