tfarima (version 0.3.2)

intervention.tfm: Intervention analysis/Outlier treatment

Description

intervention estimates the effect of a intervention at a known time.

Usage

# S3 method for tfm
intervention(
  mdl,
  y = NULL,
  type,
  time,
  n.ahead = 0,
  envir = parent.frame(),
  ...
)
intervention(mdl, ...)
# S3 method for um
intervention(
  mdl,
  y = NULL,
  type,
  time,
  n.ahead = 0,
  envir = parent.frame(),
  ...
)

Arguments

mdl

an object of class um or tfm.

y

a "ts" object, optional.

type

the type intervention (pulse, step, ramp) or the type of outlier (AO, LS, TC, IO).

time

the date of the intervention, in format c(year, season).

n.ahead

a positive integer to extend the sample period of the intervention variable with n.ahead observations, which could be necessary to forecast the output.

envir

the environment in which to look for the time series z when it is passed as a character string.

...

additional arguments.

Value

an object of class "tfm" or a table.