| Автор | Cohen, Stephen B. |
| Дата выпуска | 1982 |
| dc.description | AbstractA common error in intervention modeling of time series is described and the correct procedure is presented. The error involves applying the intervention to the differenced time series rather than the the original series. The correct procedure involves “dividing” both sides of the preliminary ARIMA equation by any differencing factors to transfer them to the denominator of the noise term before incorporating an intervention term into the equation. |
| Формат | application.pdf |
| Издатель | Taylor & Francis Group |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Название | A Common Error in Time Series Intervention Modeling |
| Тип | research-article |
| DOI | 10.1080/05695558208975050 |
| Print ISSN | 0569-5554 |
| Журнал | A I I E Transactions |
| Том | 14 |
| Первая страница | 135 |
| Последняя страница | 136 |
| Аффилиация | Cohen, Stephen B.; D.P. Associates, Inc. |
| Выпуск | 2 |
