Intervention analysis estimates the effect of an external intervention on a time-series.
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0answers
13 views
pre and post intervention effect, what to use?
we have data from 2006-2010 on heart attacks and smoking, we want to measure what was the effect on a smoking Ban made in 2008 on heart attack rates.
what is the best statistical analysis to use?
...
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1answer
55 views
Need help selecting appropriate statistical tests
I have several data related questions I am hoping to get answers to. I have a 4-week intervention (no control group) and all participants are given and pre and post test assessment consisting of two ...
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1answer
44 views
How do I calculate uplift in a marketing campaign?
I have a campaign that had two interventions A and B that were run in 3 markets each. I, also, had a control in 15 markets where no interventions were run.
For the markets where intervention A was ...
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0answers
103 views
Simple interrupted time series analysis
I have a weekly time series representing costs for a cohort. I want to tell whether an intervention on the cohort (we can assume it happened in a single week) has decreased costs for the cohort. I ...
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1answer
36 views
Time series data to measure the effect of an intervention on inpatient utilization
I have a general knowledge of regression, but I don't know what is the best approach to analyze these data. The dataset represents quarterly rates of inpatient use for three provider groups ...
3
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1answer
47 views
seasonal intervention effects
I have estimated an intervention model on the log of a seasonally differenced series of sales figures and have used a step function rather than a pulse function. My question is: how do I interpret the ...
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1answer
134 views
How can I measure the effects certain events have on the frequency of other events over time?
EDIT: added more details following @kjetil comments
I have the following problem:
I monitor one stream of events of type A - those events can be considered instantaneous.
I also monitor additional ...
3
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1answer
62 views
Comparing pre-retrofit utility bill time series data to post retrofit data
I have hourly utility bills for two years. The first year's data are from before a retrofit was performed on a home and the second year is after the retrofit was performed.
How do I compare the two ...
3
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2answers
107 views
What test should I use to determine if a policy change had a statistically significant impact on website registrations?
A client's website was operating under a certain policy for membership sign ups for over a year. At the start of October 2012 the client implemented a new policy for sign ups that was supposed to ...
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1answer
402 views
How to interpret coefficients in a regression with ARIMA errors?
I've got some time-series business data that I can fit relatively well with a ARIMA(2,1,0)(1,1,0)[12] model (using R's excellent ...
2
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1answer
192 views
What analysis to use with two groups, a pre- and post-test, and three outcomes?
I am doing a pre- and post-test intervention. I have two groups, each doing a different intervention. I will test the success of the interventions using three outcome measures.
In another way to ...
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1answer
170 views
Summarize time series regression coefficients after giving 1 coefficient a fixed number (from a distribution)
In a time series regression model I am working on, our intervention happened just several months after an big influential external event. The full time series model, therefore, underestimates the ...
2
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1answer
337 views
Forecasting with arimax model including xtransf
I am trying to forecast with an arimax model including the xtransf argument. I used the example given in chapter 11 of the book Time Series Analysis With ...
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2answers
238 views
Forecasting Interventions (pulse) with ARIMA Model
Q1: Is there any Arima (p,d,q) model that can forecast interventions (pulse) itself? I know that I can use xreg or even xtransf ...
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1answer
345 views
How does R's auto.arima() function determine the order of differencing when estimating a regression with seasonal ARIMA errors?
The authors' paper about the method (Hyndman and Khandakar 2008) states that an extended an extended Canova-Hansen test is used, although the helpfile updates this to say than an OCSB test is used.
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3
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1answer
356 views
What are the pros and cons of segmented regression and regression with ARIMA errors for interrupted time-series analysis?
What are the pros and cons of segmented regression and regression with ARIMA errors for interrupted time-series analysis?
In what situation would I choose one method over the other? Are there any ...
2
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0answers
96 views
Model to use in assessing the responsiveness of a categorical variable to policy changes over time?
I am interested in determining if the decisionmaking of a particular government body was responsive to policy and statutory changes that occurred at known points in time.
I can classify the decisions ...
3
votes
1answer
285 views
Interrupted time-series analysis for panel data
I am familiar with using regression with ARIMA errors to model interrupted time-series, in order to estimate the change in magnitude caused by a policy intervention. These models seem to be designed ...
3
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3answers
503 views
Intervention analysis in time-series regression with seasonal ARIMA errors
Intervention analysis in Box-Jenkins framework crosspoinds to time-series regression with arma errors if the noise is stationary or arima errors if the noise is non-stationary.
For a seasonal time ...
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0answers
120 views
Level change and trend change in the interrupted time series regression, does collinearity matters?
In the interrupted time series regression, we are interested in the level change or trend change due to a policy change or an intervention event occurance. If the dates of those interventions are ...
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0answers
41 views
Bank acquisition effect
Given that I have 4 banks (bank A, B, C and D) and the data (stock value) I have is from 1998 to present year.
At the year 2002, Bank A acquired Bank C. At 2005, Bank A acquired Bank D. Until there ...
2
votes
1answer
133 views
How to test the effect of various manipulations of an independent variable on a dependent variable in a timeseries?
I am currently monitoring the daily energy consumption of a house since January of this year. That daily consumption depends on several variables, including outdoor temperature, solar irradiance etc.
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8
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3answers
916 views
Intervention analysis with multi-dimensional time-series
I would like to do an intervention analysis to quantify the results of a policy decision on the sales of alcohol over time. I am fairly new to time series analysis, however, so I have some beginners ...
