[R] Interrupted Time Series Analysis

Schultz, Mark R mschultz at foxboro.com
Thu Nov 1 22:53:47 CET 2001


Frequently one is interested in comparing the underlying model of a time
series
before and after an event has occured which is supposed to have changed the
fundamental
process which generated the series. Does anyone know if there is a r-package
which
does this?
Mark Schultz
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