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Research Details
Intervention Analysis Using Control Series and Exogenous Variables in a Transfer Function Model: A Case Study, International Journal of Forecasting
Abstract
This paper presents a case study to show how a control group can be used to obtain more accurate estimates of the impact of interventions. Intervention analysis using the ARIMA time series method is applied in an experimental design context using multiple input transfer function analysis. The study combines the analytic rigor of time series analysis with the careful controls provided by an experiment involving a test and control series. The data are from a field experiment with test and control panels connected to a split-cable TV system.
Type
Article
Author(s)
Lakshman Krishnamurthi, Jack Narayan, S. J. Raj
Date Published
1989
Citations
Krishnamurthi, Lakshman, Jack Narayan, and S. J. Raj. 1989. Intervention Analysis Using Control Series and Exogenous Variables in a Transfer Function Model: A Case Study. International Journal of Forecasting.(1): 21-27.