Using Exponential Smoothing To Specify Intervention Models for Interrupted Time Series

Marvin B. Mandell and Stuart Bretschneider ()
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Marvin B. Mandell: University of Maryland-Baltimore County

Evaluation Review, 1984, vol. 8, issue 5, 663-691

Abstract: In general, procedures for the analysis of interrupted time series are quite sophisticated and powerful. However, procedures for identifying the intervention component of inter rupted time-series models remain relatively primitive. In this article we demonstrate how exponential smoothing can play a function in the identification of the intervention component of an interrupted time-series model that is analogous to the function that the sample autocorrelation and partial autocorrelation functions serve in the identification of the noise portion of such a model.

Date: 1984
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Persistent link: https://EconPapers.repec.org/RePEc:sae:evarev:v:8:y:1984:i:5:p:663-691

DOI: 10.1177/0193841X8400800505

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