fitdi: Fit Dynamic Intervention Model

In dynia: Fit Dynamic Intervention Model

Description

The function FitDI will fit the dynamic Intervention Model based on the optimized likelihood value and corresponding delta in the function.

Usage

fitdi(z, T, xint, itype = c("step", "pulse"), delta = NA, delta0=NA,...)

Arguments

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

Value

Fixed delta or specific delta provided. Intervention output for the model

Author(s)

Jinkun Xiao and A. I. McLeod

Examples

####Casualties Intervention####
fitdi(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),delta0=0)

####Nile River Intervention####
fitdi(z=Nile,T=34,itype="p",order=c(0,0,1),delta=1)

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