fit_its_model: fit_its_model

In multipleITScontrol: Interrupted Time Series with a Control and Multiple Interventions

fit_its_model

Description

Fits an interrupted time series model using the nlme package, defaulting to an autocorrelation-moving average correlation structure of order (p, q)

Usage

fit_its_model(
  transformed_data,
  impact_model,
  num_interventions,
  method = "REML",
  grid_search = TRUE,
  p = NULL,
  q = NULL,
  return_grid_search = FALSE,
  ...
)

Arguments

transformed_data	Am unmodified data frame created from 'transform_data()'.
impact_model	The hypothesized impact model from interventions. Available options are 'level', 'slope', or 'levelslope'.
num_interventions	The number of interventions in your transformed data. Should be the vector length of 'intervention_dates' passed in 'transform_data()'.
method	The estimation method for 'nlme::gls()', either "REML" (default) or "ML".
grid_search	logical for whether to perform a grid search for determining lag parameters (p = AR, q = MA). By default, a grid up to values of 5 for each parameter is searched.
p	The order of the autoregressive component. Defaults to 'NULL'. If 'grid_search is enabled', this argument is ignored.
q	The order of the moving average component. Defaults to 'NULL'. If 'grid_search is enabled', this argument is ignored.
return_grid_search	Logical flag returns the result of the grid search instead of the model. 'FALSE' by default.
...	Additional arguments passed to 'nlme::gls()'.

Value

A 'gls' object of the fitted model.

multipleITScontrol documentation built on April 4, 2026, 1:08 a.m.