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Forecasting Process Details |
Interventions are used for modeling events that occur at specific times. That is, they are known changes that affect the dependent series or outliers.
The ith intervention series is included in the output data set with variable name _INTVi_, which is a reserved variable name.
where B is the backshift operator By_{t} = y_{t-1}.
The denominator of the transfer function determines the decay pattern of the intervention effect, whereas the numerator terms determine the size of the intervention effect time window.
For example, the following intervention effects are associated with the respective transfer functions.
In the Intervention Specification window, the Number of Lags option specifies the transfer function numerator order q_{i}, and the Effect Decay Pattern option specifies the transfer function denominator order p_{i}. In the Effect Decay Pattern options, values and resulting p_{i} are: None, p_{i}=0; Exp, p_{i}=1; Wave, p_{i}=2.
For example, a step intervention with date 08MAR90 and effect pattern Exp is denoted "Step:08MAR90/(1)" and has a transfer function filter .A ramp intervention immediately applied on 08MAR90 is denoted "Ramp:08MAR90" and has a transfer function filter .
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