articulo de box y tiao 1975
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Intervention Analysis with Applications to Economic and Environmental Problems•
Page 1 of 4JSTOR: Journal of the American Statistical Association, Vol. 70, No. 349 (Mar., 1975...
05/12/2010http://www.jstor.org/pss/2285379
G. E. P. Box and G. C. Tiao•Journal of the American Statistical AssociationVol. 70, No. 349 (Mar., 1975), pp. 70-79(article consists of 10 pages)
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Published by: American Statistical Association•Stable URL: http://www.jstor.org/stable/2285379•
Page 2 of 4JSTOR: Journal of the American Statistical Association, Vol. 70, No. 349 (Mar., 1975...
05/12/2010http://www.jstor.org/pss/2285379
Intervention Analysis with Applications to Economic and Environmental Problems
Page 3 of 4JSTOR: Journal of the American Statistical Association, Vol. 70, No. 349 (Mar., 1975...
05/12/2010http://www.jstor.org/pss/2285379
Intervention Analysis with Applications to Economic and Environmental Problems
Journal of the American Statistical Association © 1975 American Statistical Association.
Abstract
This article discusses the effect of interventions on a given response variable in the presence ofdependent noise structure. Difference equation models are employed to represent the possibledynamic characteristics of both the interventions and the noise. Some properties of the maximumlikelihood estimators of parameters measuring level changes are discussed. Two applications, onedealing with the photochemical smog data in Los Angeles and the other with changes in theconsumer price index, are presented.
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Page 4 of 4JSTOR: Journal of the American Statistical Association, Vol. 70, No. 349 (Mar., 1975...
05/12/2010http://www.jstor.org/pss/2285379