Power Computations for Intervention Analysis
نویسندگان
چکیده
منابع مشابه
Power Computations for Intervention Analysis
In many intervention analysis applications, time series data may be expensive or otherwise difficult to collect. In this case the power function is helpful, because it can be used to determine the probability that a proposed intervention analysis application will detect a meaningful change. Assuming that an underlying autoregressive integrated moving average (ARIMA) or fractional ARIMA model is...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2005
ISSN: 0040-1706,1537-2723
DOI: 10.1198/004017005000000094