TY  - JOUR
PY  - 1975//
TI  - Intervention analysis with applications to economic and environmental problems
JO  - Journal of the American Statistical Association
A1  - Box, G. E. P.
A1  - Tiao, G. C.
SP  - 70
EP  - 79
VL  - 70
IS  - 349
N2  - This article discusses the effect of interventions on a given response variable in the presence of dependent noise structure. Difference equation models are employed to represent the possible dynamic characteristics of both the interventions and the noise. Some properties of the maximum likelihood estimators of parameters measuring level changes are discussed. Two applications, one dealing with the photochemical smog data in Los Angeles and the other with changes in the consumer price index, are presented.<p />
LA  - en
SN  - 0162-1459
UR  - http://dx.doi.org/10.1080/01621459.1975.10480264
ID  - ref1
ER  -