Simulation study of testing an intervention effect in arima (1,0,0,L,δ) model / Illias Mamat

In order to test whether or not the intervention effect, δ which occurs between the pre-time series and the post-time series in an intervention time series model is different from zero, under appropriate assumptions. the t- statistics test suggested by Glass, Wilson, and Gottman (2) may be used. In...

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Bibliographic Details

Main Author:	Mamat, Illias
Format:	Article
Language:	en
Published:	Universiti Teknologi MARA, Pahang 1988
Subjects:	Mathematical statistics. Probabilities Matrix analytic methods Sequences (Mathematics)
Online Access:	https://ir.uitm.edu.my/id/eprint/65589/1/65589.PDF https://ir.uitm.edu.my/id/eprint/65589/
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