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st: Box and Tiao Intervention Model


From   "Kyu S. Hahn" <[email protected]>
To   <[email protected]>
Subject   st: Box and Tiao Intervention Model
Date   Wed, 22 Dec 2004 10:47:07 -0800

I am looking for a stata code that will implement the Box and Tiao intervention model (Box and Tiao (1975), "Intervention Analysis with Applicaitons to Economic and Environmental Problems." Journal of American Statistical Association 70(1): 70-79.). If anyone knows of a stata code to implement this model, or any other functional equivalents, I would truly appreciate. Thank you.

Kyu

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