Intervention Analysis with Applications to Economic and Environmental Problems

Author(s)
Box, G. E. P. and Tiao, G. C.
Publication language
English
Pages
9pp
Date published
01 Jan 1975
Publisher
Journal of the American Statistical Association.
Type
Articles
Keywords
Environment & climate
Countries
United States of America
Link
http://rmgsc.cr.usgs.gov/outgoing/threshold_articles/Box_Tiao1975.pdf

This article discusses the effect of interventions on a given response
variable in the presence of dependent noise structure. Difference in
equation models are employed to represent the possible dynamic
characteristics of both the interventions and the noise. Some properties of the maximum likelihood estimators of parameters measuring level changes are discussed. Two applications, one dealing with the photochemical smog data in Los Angeles and the other with changes in the consumer price index, are presented.