[R] interrupted time series analysis using ARIMA models

[Roy Mendelssohn]

Look at:

de Jong, P. and Penzer, J. (1998) Diagnosing shocks in time series. Journal of the American Statistical Association. 93, 796-806.

A pdf is available at:

http://stats.lse.ac.uk/penzer/publications.html

-Roy M.


On May 9, 2011, at 1:32 PM, jpehsani wrote:

> Hi Berta,
> 
> Did you have any luck finding code for the gradual permanent impact
> intervention? 
> 
> I am trying to fit two types of intervention effects for two different
> models - a gradual and a sudden impact effect - and unable to find any code
> on how to do this.
> thanks
> Jon 
> 
> --
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> Sent from the R help mailing list archive at Nabble.com.
> 
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Roy Mendelssohn
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NOAA/NMFS
Environmental Research Division
Southwest Fisheries Science Center
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