intervention function

Intervention analysis/Outlier treatment

Intervention analysis/Outlier treatment

intervention estimates the effect of a intervention at a known time.

## S3 method for class 'tfm' intervention( mdl, y = NULL, type, time, n.ahead = 0, envir = parent.frame(), ... ) intervention(mdl, ...) ## S3 method for class 'um' intervention( mdl, y = NULL, type, time, n.ahead = 0, envir = parent.frame(), ... )

Arguments

  • mdl: an object of class um or tfm.
  • y: a "ts" object, optional.
  • type: the type intervention (pulse, step, ramp) or the type of outlier (AO, LS, TC, IO).
  • time: the date of the intervention, in format c(year, season).
  • n.ahead: a positive integer to extend the sample period of the intervention variable with n.ahead observations, which could be necessary to forecast the output.
  • envir: the environment in which to look for the time series z when it is passed as a character string.
  • ...: additional arguments.

Returns

an object of class "tfm" or a table.