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Can eviews performs inervention and outier analysis?
Posted: Sun Dec 09, 2012 4:53 am
by masxupeng
Can eviews performs inervention and outier analysis?
Re: Can eviews performs inervention and outier analysis?
Posted: Sun Dec 09, 2012 9:40 am
by EViews Gareth
There's nothing built in (other than leverage plots and influence statistics).
Re: Can eviews performs inervention and outier analysis?
Posted: Mon Dec 10, 2012 12:20 pm
by EViews Glenn
Intervention analysis using various dummy variable specifications can be easy-to-do. It really depends on how you want to specify the mean.
Re: Can eviews performs inervention and outier analysis?
Posted: Wed Apr 17, 2013 7:49 am
by R. Jassy
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\_2009M01Thank you
Re: Can eviews performs inervention and outier analysis?
Posted: Wed Sep 30, 2020 3:23 pm
by AASA
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.