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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Universiti Teknologi MARA, Pahang,
1988.
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