Can eviews performs inervention and outier analysis?

[masxupeng]

Can eviews performs inervention and outier analysis?

[EViews Gareth]

There's nothing built in (other than leverage plots and influence statistics).

[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.

[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\_2009M01

Thank you

[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.