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...tion component "It (0 before intervention, 1 after)" using different types of impacts, that is, not only trying the simple abrupt permanent impact (yt = w It ) with the xreg option but also trying with a gradual permanent impact (yt= d * yt-1 + w * It ), following the filosophy of Box and Tiao (1975). Intervention analysis with applications to economic and environmental problems. JASA 70: 70-92. Does anybody know where could I find how to incorporate them using the arima comand (or other), or a statistical package which can incorporate it? Thanks, Berta. [[alternative HTML version...

Hi I'm trying to measure the effect of a policy intervention (Box and Tiao, 1975). This query has to do with the coding of the model rather than with the particulars of my dataset, so I'm not providing the actual dataset (or a simulated one) in this case, apart from some general description. The time series are of length n=34 (annual observations between 1977 and 201...

Hellow all R fans, I wrote a R program for SCAN: Smallest CANonical Correlation Method for ARIMA(p,d,q) identification. (by Tsay and Tiao (1985)) I don't know if there is already one for this, but since I was unable to find one, so I did it. It's ready to download at the following page http://netstat.stat.tku.edu.tw/download.php I've tested the program and comared the results with SAS example output for 197 concentra...

Dear all, I am wondering how/if it is possible to implement the general methodology of Box and Tiao: "Intervention analysis with applications to economic and environmental problems" (JASA, 1975, pages 70-79) in R? This question has been posted before but without a positive response (at the time): tolstoy.newcastle.edu.au/R/help/06/03/22934.html Perhaps there have been some new dev...

Hi - I am doing some monte carlo simulations comparing bayesian (using Plummer's jags) and maximum likelihood (using lmer from package lme4 by Bates et al). I would like to know if there is a way I can flag nonconvergence and exceptions. Currently the simulations just stop and the output reads things like: Error in optim(.Call("lmer_coef", x, 2, PACKAGE = "Matrix"), fn,

Hi. I am trying to analyze with BRugs the Box-Tiao variance components example in WinBUGS. The output from BRugs, mean sd MC_error val2.5pc median val97.5pc start sample sigma2.btw 681.9 1161 10.89 0.7016 253.8 4232 25001 100000 sigma2.with 4266.0 1246 4.92 2480.0000 4057.0 7262 25001 100000 doesn't mat...

I have been told that the combination of call waiting, * and FXO does and will not work because "Asterisk is a PBX". I guess I'd like to hear if this is a hard and fast "no this will not work and here's why", or that this currently doesn't work but with some coding might work. I'd like to have the option to be able to continue using call waiting with an