TSTF: Stata module to compute intervention time-series models

Nicola Orsini and Xing-Wu Zhou
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Xing-Wu Zhou: Department of Public Health Sciences, Karolinska Institutet

Statistical Software Components from Boston College Department of Economics

Abstract: tstf fits intervention time-series models. The command tstf is a wrapper for the arimax package in R. Therefore R needs to be installed.

Language: Stata
Requires: Stata version 11 and R with packages TSA, car, aod
Keywords: time series; intervention; transfer function (search for similar items in EconPapers)
Date: 2018-10-07, Revised 2021-10-30
Note: This module should be installed from within Stata by typing "ssc install tstf". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/tstf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tstf.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/SNTQ_poisson.do sample file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458544

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