Can eviews performs inervention and outier analysis?

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator

masxupeng
Posts: 12
Joined: Thu Dec 06, 2012 7:19 am

Can eviews performs inervention and outier analysis?

Postby masxupeng » Sun Dec 09, 2012 4:53 am

Can eviews performs inervention and outier analysis?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13305
Joined: Tue Sep 16, 2008 5:38 pm

Re: Can eviews performs inervention and outier analysis?

Postby EViews Gareth » Sun Dec 09, 2012 9:40 am

There's nothing built in (other than leverage plots and influence statistics).
Follow us on Twitter @IHSEViews

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Can eviews performs inervention and outier analysis?

Postby EViews Glenn » Mon Dec 10, 2012 12:20 pm

Intervention analysis using various dummy variable specifications can be easy-to-do. It really depends on how you want to specify the mean.

R. Jassy
Posts: 5
Joined: Fri Nov 11, 2011 6:31 am

Re: Can eviews performs inervention and outier analysis?

Postby R. Jassy » Wed Apr 17, 2013 7:49 am

yes, but still i cannot figure out how to input the SARIMA-intervention model with the following?
can you please help

Code: Select all

(\frac{\omega_1 B}{1-\delta B}+\frac{\omega_2 B}{1-B})D\_2007M03 + (\omega_0 - \frac{\omega_1 B}{1-\delta B}+\frac{\omega_2 B}{1-B})D\_2009M01


Thank you

AASA
Posts: 30
Joined: Fri Jun 29, 2018 2:37 pm

Re: Can eviews performs inervention and outier analysis?

Postby AASA » Wed Sep 30, 2020 3:23 pm

I am attaching an attempted solution to a an intervention model with an abrupt start and permanent effect. The example is found in "Forecasting, Time Series, and Regression, 4th ed.", Bowerman, et al. The example discusses Atlantic Bell Telephone information calls after imposing a charge. Calls decreased abruptly with a permanent decline. What I need help with is an intervention model that has an abrupt start and a gradual decay. Can anyone help with this request? I attached a model and a couple pages from the Bowerman text.
"Dum" now added to EViews file. Oversight on first upload.
Attachments
t12-4 directory assistance_solution.wf1
(42.26 KiB) Downloaded 268 times
Atlantic Bell Telephone Example.pdf
(2.33 MiB) Downloaded 289 times


Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 18 guests