[R] intervention analysis for time series

From: Michael Wolf <mwolf_at_iew.uzh.ch>
Date: Tue, 22 Apr 2008 18:47:58 +0200


Dear all,

I am wondering how/if it is possible to implement the general methodology
of Box and Tiao: "Intervention analysis with applications to economic and
environmental problems" (JASA, 1975, pages 70-79) in R?

This question has been posted before but without a positive response (at the time):
tolstoy.newcastle.edu.au/R/help/06/03/22934.html

Perhaps there have been some new developments in the meantime, though I was
not able to find any on my own.

Please (also) respond directly to me: mwolf_at_iew.uzh.ch.

Thanks much,
Michael



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