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Re: st: Box and Tiao Intervention Model


From   Robert A Yaffee <[email protected]>
To   [email protected]
Subject   Re: st: Box and Tiao Intervention Model
Date   Wed, 22 Dec 2004 14:09:23 -0500

Dear Kyu,
  You might want to refer to Allen McDowell's  2002 article in the Stata
Journal, 2, Number 1, pp. 71-85 on modeling transfer functions with
Stata. It addresses the issues contained in the Box-Tiao JASA article in
1975.
  Regards,
    Bob Yaffee

2100 Linwood Avenue
Apt 19-W
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]

----- Original Message -----
From: "Kyu S. Hahn" <[email protected]>
Date: Wednesday, December 22, 2004 1:47 pm
Subject: st: Box and Tiao Intervention Model

> 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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