Time Series Intervention Analysis Using Sas® Software
نویسنده
چکیده
Time series intervent.ion analysis is used to ascertain the impact that one or more interventions have on a time series. For example, the t.ime series may be monthly revenues from the sale of n product with t,he int.ervention being the implementation of a new marketing strategy. Using the ARIMA procedure in SASjETS@ soft.ware, a large class of time series models are available to pel'form a t.ime series intervention analysis. Quest.ions arise concerning the nature of the model employed and the differencing of response and predictor variables used in the analysis. Sevel'a! examples are considered to indicate how different modes of analysis can affect the inferences made.
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