Intervention analysis using control series and exogenous variables in a transfer function model: A case study

Intervention analysis using control series and exogenous variables in a transfer function model: A case study

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Article ID: iaor19921579
Country: Netherlands
Volume: 5
Start Page Number: 21
End Page Number: 27
Publication Date: Feb 1989
Journal: International Journal of Forecasting
Authors: , ,
Keywords: statistics: experiment
Abstract:

This paper presents a case study to show how a control group can be used to obtain more accurate estimates of the impact of interventions. Intervention analysis using the ARIMA time series method is applied in an experimental design context using multiple input transfer function analysis. The study combines the analytic rigor of time series analysis with the careful controls provided by an experiment involving a test and control series. The data are from a field experiment with test and control panels connected to a split-cable TV system.

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