R/GetIntMod.R

In dynia: Fit Dynamic Intervention Model

GetIntMod <-
function(delta,z,T,xint=NA,itype=c("step","pulse"),...){
  
  n<-length(z)
  n2 <- n - T+1
  itype=match.arg(itype)
  ###Check the type of intervention##
  if (itype=="pulse")
  {xi <- c(rep(0, n - n2), delta^(0:(n2 - 1)))}
  else if (itype=="step") 
  {xi <- c(rep(0, n - n2), cumsum(delta^(0:(n2 - 1))))}
  
  ###Check the existance of covariate###
  if (exists("xint",mode="numeric")==F) xreg2<-xi
  else 
  { 
    xreg2 <- matrix(c(xi, xint), ncol = 2)
    dimnames(xreg2)[[2]] <- c("omega", "xint")
  }
  out<-arima(z,...,xreg=xreg2)
  output<-list("Model"=out,"xi"=xi)
  return(output)
}