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st: intervention analysis: apologies and second try


From   "E. Padoano" <padoano@univ.trieste.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: intervention analysis: apologies and second try
Date   Tue, 22 Nov 2005 11:16:40 +0100

First of all I am grateful to the people that made it possible to improve my question.
I will try to explain the problem better.

The object of the analysis is an industrial process that has been monitored registering the values of some environmental indicators and their changing during a two year observation period. Unfortunately we did not performed data gathering but had only the task to perform the analysis: data were gathered about two days per week (not at equal intervals). So my first activity was to obtain weekly data: we believe that the relative slowness of the process makes this acceptable.

Our objective was then to verify if some changes introduced in the process management had positive impact on the environmental performance of the plant. As we are not statistics experts, we received advice from a colleague that told us that our problem could be tackled by means of "intervention analysis" as reported in Box G.E.P. and Tiao G.C. "Intervention analysis with applications to economic and environmental problems" (Journal of the American Statistical Association, n. 70, 1975).
Summing up, the actions on the plant should be represented by means of intervention variables (in the simplest form these could be [0,1] variables) activated in specific periods and the analysis should point out the response of the process to such inputs.

This is my first non trivial analysis in the field of time series and I never used Stata for this kind of problems: this is the reason for my question.

I would be very grateful to receive some suggestions, in terms of references it will be appropriate, about how to deal with this kind of problem by means of Stata.

Thank you.

E. Padoano
University of Trieste - Italy
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