intervention: Intervention analysis/Outlier treatment

In tfarima: Transfer Function and ARIMA Models

Intervention analysis/Outlier treatment

Description

intervention estimates the effect of a intervention at a known time.

Usage

## S3 method for class 'tfm'
intervention(
  mdl,
  y = NULL,
  type,
  time,
  n.ahead = 0,
  envir = parent.frame(),
  ...
)

intervention(mdl, ...)

## S3 method for class 'um'
intervention(
  mdl,
  y = NULL,
  type,
  time,
  n.ahead = 0,
  envir = parent.frame(),
  ...
)

Arguments

mdl	an object of class um or tfm.
y	a "ts" object, optional.
type	the type intervention (pulse, step, ramp) or the type of outlier (AO, LS, TC, IO).
time	the date of the intervention, in format c(year, season).
n.ahead	a positive integer to extend the sample period of the intervention variable with n.ahead observations, which could be necessary to forecast the output.
envir	the environment in which to look for the time series z when it is passed as a character string.
...	additional arguments.

Value

an object of class "tfm" or a table.

tfarima documentation built on May 20, 2022, 5:06 p.m.