GetIntMod: Find the intervention model with necessary covariates

In dynia: Fit Dynamic Intervention Model

Description

Fit the intervention model with some covariates

Usage

GetIntMod(delta, z, T, xint = NA, itype = c("step", "pulse"), ...)

Arguments

delta	The optimization process will be incorporated if the specific delta is not provided.
z	The series which we intend to fit the intervention model
T	T denotes the start of the intervention in the model
xint	xint denotes for the possible covariates included in the model
itype	itype includes the type of the intervention:"step" and "pulse" intervention
...	Any supported argments for arima function could be put here.

Value

Intervention Model is provided

Author(s)

Jinkun Xiao and A. I. McLeod

Examples

GetIntMod(delta=1.033,z=casualties[,1],T=70,xint=scale(casualties[,2]),itype="s",
 order=c(1,0,0),seasonal=list(order=c(0,0,1),period=12))

Example output

Attaching package: 'dynia'

The following object is masked from 'package:datasets':

    Nile

$Model

Call:
arima(x = z, order = ..1, seasonal = ..2, xreg = xreg2)

Coefficients:
         ar1    sma1  intercept    omega     xint
      0.1496  0.2206   129.3581  -0.5823  18.9535
s.e.  0.0979  0.0918     3.1760   0.1285   2.5851

sigma^2 estimated as 413.2:  log likelihood = -478.84,  aic = 969.68

$xi
  [1]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
  [8]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
 [15]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
 [22]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
 [29]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
 [36]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
 [43]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
 [50]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
 [57]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000
 [64]  0.000000  0.000000  0.000000  0.000000  0.000000  0.000000  1.000000
 [71]  2.033000  3.100089  4.202392  5.341071  6.517326  7.732398  8.987567
 [78] 10.284157 11.623534 13.007111 14.436345 15.912745 17.437865 19.013315
 [85] 20.640754 22.321899 24.058522 25.852453 27.705584 29.619868 31.597324
 [92] 33.640036 35.750157 37.929912 40.181599 42.507592 44.910342 47.392384
 [99] 49.956332 52.604891 55.340853 58.167101 61.086615 64.102473 67.217855
[106] 70.436044 73.760434 77.194528

dynia documentation built on May 1, 2019, 10:17 p.m.