# Tagged Questions

Intervention analysis estimates the effect of an external intervention on a time-series.

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### Method for quantifying intervention effect in time series

How can the magnitude of an intervention be quantified in a segmented time series regression? I am attempting to replicate the methodology of Decline in pneumonia admissions after routine childhood ...
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25 views

### ARIMA-GARCH instead of ARIMA for intervention analysis

I'm looking to carry out an intervention time series analysis on the S&P500 to see how presidential elections affected the stock market. I want to use an ARMA-GARCH process to model S&P500 ...
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### How can I compare the impact of two pre-post interventions when they have unequal baselines?

I have some data I need to analyse in order to test the influence of two different kinds of menus on subsequent sandwich purchases. We had one menu in one venue, and the second in another. However, ...
1answer
37 views

### Using a function of intervention time as a covariate in arimax

I am trying to estimate the impact of an intervention on a time series. The problem is that the intervention effect looks curve-linear (i.e. increasing, plateauing, and then decreasing), and I am ...
1answer
31 views

### Evaluating intervention statistics for a given observation

My desired procedure is the following: A time series is imported. One or more observations are flagged as events/outliers. An automated procedure determines what type of outlier each event is and ...
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### Paired test with 2 dependent variables

What test should I use to find out what effect an intervention has on two dependent variables? I have a test group of clinically depressed that will undergo a sports program. The program is expected ...
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39 views

### Testing intervention for a random walk using ARIMAX model

I am trying to analyze whether the intervention has an causal effect on $Y_{t}$. By ACF and PACF, it looks like the data is a random walk. I further use an ARIMAX model to examine the effect of the ...
0answers
17 views

### Analysing pre-post test data with multiple outcome measures

I wonder if anyone can help.. I had two groups who underwent an intervention (1 experimental group & 1 control group). I administered 3 outcome measures before and after the intervention. I would ...
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39 views

### repeated measures analysis for small sample size

I have an intervention study with a very small sample size and am trying to decide the best way to analyze it. Any suggestions would be extremely helpful. Here is some more information: Measurements ...
0answers
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### Pretest posttest no control group analysis

I have continuous pretest and posttest data for 2 groups (parent and child) after a parent training. No control group. I am trying to see if the intervention (parent training) had an effect on the ...
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317 views

### Time series analysis to quantify trend when seasonal amplitude is decreasing

Short version: How would one be able to quantify an intervention effect in time-series analysis when the intervention decreases seasonal amplitude variation but doesn't directly effect the median? ...
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### Intervention Analysis - negative gradual effect

I`m doing an Intervention Analysis with ARIMA. I know that the intervention has a gradual permanent effect. And for the chosen ARIMA model, including the intervention parameter I receive the following ...
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55 views

### Intervention Analysis and Transfer Functions

I am applying an intervention analysis to a "before" "after" univariate time-series. I have simulated the data, so I know the "after" data has a nonlinear increase. I am applying numerous regression ...
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### Doubts with intervention analysis and the prediction method

i´m adjusting a temporal series into a ARIMA model to do some interventions analysis... After adjusting the segment to predict values to the future, i start to doubt which method is correct: The ...
2answers
118 views

### How to include control variables in an Intervention analysis with ARIMA?

I want to conduct an Intervention Analysis using SPSS. Thereby, I want to find out if a specific regulation introduced in 2013 has an effect on leveraged loan volume. Thus, the dependent variable is ...
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591 views

### Arimax Prediction : Using Forecast Package

The arimax function in the TSA package is to my knowledge the only R package that will fit a ...
0answers
23 views

### why are these uplift estimates different?

I recently stumbled upon an ODSC presentation: Machine Learning Based Personalization Using Uplift Analytics: Examples and Applications Uplift wherein two methods for "uplift" estimation are provided: ...
1answer
180 views

### Parametric vs non-parametric time series modeling

Hi I have a large data set of objects, each containing a set of the same attributes. The attributes are measured quantities like height, width, etc. The data is arranged in a time series so that the ...
2answers
202 views

### Estimate statistical significance of a feature in a time series

I have a set of time series with events marked in the middle. Following the event there is a temporary dip in the series values followed by a peak so that the area under the curve is 0. ...
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55 views

### Using post intervention data to develop noise model in the method of intervention analysis

I am currently doing a project that employs intervention analysis. I understand that we are supposed to use the pre-intervention data to formulate a noise model. However, Walter Enders said in his ...
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327 views

### How to analyze this pre-post control-intervention data set?

I have control and intervention groups (N = 50 and 75, respectively) for whom 15 tests (all having quantitative results) were done at baseline and at 3 months. It is not a randomized study and the ...
2answers
240 views

### Measuring length of intervention effect

I ran a study in which participants were randomized to either a control or an intervention, with outcomes in the form of time-to-event data. While overall time-to-event is shorter in the intervention ...
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90 views

### Can Intervention analysis be used to forecast time series

if I have an estimate of the intervention variable from a similarly interrupted time series can it be used to forecast another similar time series after the effect of intervention. For example lets ...
1answer
570 views

### Does dummy intervention variable (pulse or step) must be differenced when it is added to ARIMA model?

I have read some opinions from this forum and from other sources that when the dependent variable in any from of ARIMA model (whether ARIMA errors, ARIMAX or transfer function)is differenced, you ...
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290 views

### Assessing the effect of an intervention on a time series (in R): terrible Ljung-Box p-values

I am trying to test the effect on the heat flux between indoors and outdoors before and after removing insulation. Briefly, I have 26 sensors on a wall, measuring heat flow between indoors and ...
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39 views

### Special case of Fisher Z for comparing two correlations

I'm a statistical consultant, one of my clients requested something I haven't heard of before: She wants to compare the correlation between X and Y (two ratio scaled variables) before an intervention, ...
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160 views

### ARIMAX model or ARDL?

I would like to study the impact the advertising of a product on its sales (weekly data for 5 years). As the final aim is to forecast what would be the impact on sales of a change in the advertising ...
2answers
481 views

### Intervention With Differencing

When conducting an intervention analysis with time series data (aka Interrupted Time series) as discussed here for example one requirement I have is to estimate the total gain (or loss) due to the ...
1answer
479 views

### ARIMA, adjustments and intervention analysis

I have very little knowledge of time-series analysis (despite my stat master - didn't do anything else than an introductory course) but now I'm facing a statistical problem whose answer is this very ...
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681 views

### Intervention Analysis - Pulse over several periods

I have a couple weekly time series and an intervention occurred over several weeks and then for some, after a period of no intervention, began again. So, the pattern is off for a period of weeks, then ...
3answers
5k views

### ARIMA Intervention Transfer Function - How to Visualize the Effect

I have a monthly time series with an intervention and I would like to quantify the effect of this intervention on the outcome. I realize the series is rather short and the effect is not yet concluded. ...
3answers
2k views

### Intervention Analysis Coding in R TSA Package

I am studying intervention analysis in time series with the Cryer and Chan book and am looking at trying to understand how to code the step response interventions. One question I had is how to ...
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26 views

### Need to find appropriate statistical test for a longitudinal intervention study

The study: Comparing two groups (intervention vs control) across time using a behavioral measure as the outcome variable of interest. I will have baseline behavioral measurements as well as more than ...
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484 views

### Assessing Cannibalization, intervention of new mobile app on monthly sales

I am a beginner in statistics and looking for suggestions from you all on the approach for one of my study. For my study, there is a company which sells products via its online website (lets call it ...
2answers
6k views

### Difference-in-Differences Estimator for Logistic Regressions

I have a pre-post intervention study with four groups: 1) Pre-Intervention Control, 2) Pre-Intervention Treatment, 3) Post-Intervention Control, and 4) Post-Intervention Treatment. The outcome is a ...
2answers
802 views

### How to analyse my time series experiment

I have a question about how I can analyze the data from a time series experiment. I'm still a student and therefore am not really familiar with all the procedures and analyzes in SPSS, so i hope ...
1answer
948 views

### The result of absolute change and relative change in t test is different

My task is to evaluate the effectiveness of an intervention. In my study, there are one control group and one intervention group. There are two time points, baseline and endpoint. And I use the score ...
1answer
382 views

### Can one use different samples in pre and post tests?

Generally I have seen that pre and post intervention tests are applied on the same sample from a population undergoing an intervention. e.g. same set of students may be tested in an educational ...
2answers
727 views

### How to fit a simple count time series INAR(1) model

I am trying to perform a simple time series analysis with count time series data. My data is a sequence of small integer values like 0,1,2 and 3. I learned from various sources that INAR model would ...
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80 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? ...
1answer
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### 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 ...
2answers
4k 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 ...
1answer
2k 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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105 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 ...
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118 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 ...
1answer
184 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 ...
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139 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 ...
2answers
1k 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 ...
1answer
2k 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 ...
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526 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 ...