Intervention Analysis with Applications to Economic and Environmental Problems
作者： G. E. P. Box , G. C. Tiao
DOI: 10.1080/01621459.1975.10480264
关键词:
摘要: Abstract This article discusses the effect of interventions on a given response variable in presence dependent noise structure. Difference equation models are employed to represent possible dynamic characteristics both and noise. Some properties maximum likelihood estimators parameters measuring level changes discussed. Two applications, one dealing with photochemical smog data Los Angeles other consumer price index, presented.
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sci-hub.se 参考文章(5)
Gene V. Glass, Estimating the Effects of Intervention Into a Non-stationary Time-Series: American Educational Research Journal. ,vol. 9, pp. 463- 477 ,(1972) , 10.3102/00028312009003463
G. E. P. Box, G. C. Tiao, A CHANGE IN LEVEL OF A NON-STATIONARY TIME SERIES. Biometrika. ,vol. 52, pp. 181- 192 ,(1965) , 10.1093/BIOMET/52.1-2.181
G. C. Tiao, G. E. P. Box, W. J. Hamming, Analysis of Los Angeles Photochemical Smog Data: A Statistical Overview Journal of the Air Pollution Control Association. ,vol. 25, pp. 260- 268 ,(1975) , 10.1080/00022470.1975.10470082
George Edward Pelham Box, Gwilym M. Jenkins, Time series analysis, forecasting and control ,(1970)
George E. P. Box, George C. Tiao, Bayesian inference in statistical analysis ,(1973)