InterventionVar

an object of class <code>ts</code> used to determine the sample period and
frequency.

the date of the event, c(year, month).

date

a character indicating the type of intervention variables: (P)
pulse, (S) step, (R).

type

number of additional observations to extend the sample period.

n.ahead

<code>InterventionVar</code> creates an intervention variable to capture the effect
of an external event.

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

InterventionVar function

<dl><dt>Y</dt>
<dd>an object of class <code>ts</code> used to determine the sample period and
frequency.</dd>
<dt>date</dt>
<dd>the date of the event, c(year, month).</dd>
<dt>type</dt>
<dd>a character indicating the type of intervention variables: (P)
pulse, (S) step, (R).</dd>
<dt>n.ahead</dt>
<dd>number of additional observations to extend the sample period.</dd></dl>

Arguments

Intervention variables — InterventionVar

<dl>

<dt>Y</dt>
<dd>an object of class <code>ts</code> used to determine the sample period and
frequency.</dd>


<dt>date</dt>
<dd>the date of the event, c(year, month).</dd>


<dt>type</dt>
<dd>a character indicating the type of intervention variables: (P)
pulse, (S) step, (R).</dd>


<dt>n.ahead</dt>
<dd>number of additional observations to extend the sample period.</dd>

</dl>

InterventionVar: Intervention variables

Description

Usage

Value

Arguments

References

Examples