Description Usage Arguments Value Author(s) Examples
The function FitDI will fit the dynamic Intervention Model based on the optimized likelihood value and corresponding delta in the function.
1 |
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.By default,xint=NA |
itype |
itype includes the type of the intervention:"step" and "pulse" intervention |
delta |
The optimization process will be incorporated if the specific delta is not provided. |
delta0 |
Optional with default=NA.P-value for null hypothesis:delta=delta0 will be provided when delta0 get value. |
... |
the supported argments for arima function could be put here |
Fixed delta or specific delta provided. Intervention output for the model
Jinkun Xiao and A. I. McLeod
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