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

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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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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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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 ...
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How do I perform a statistical analysis on an intervention based study?

I am trying to get my head around the best way to analyse a study. The study comprises of persons that get given a number of up to 10 different interventions, whereby hospital admission frequency is ...
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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 ...
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101 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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159 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 ...
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410 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. ...
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257 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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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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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 ...
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1k 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 ...
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310 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 ...
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414 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 ...
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134 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 ...
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309 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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54 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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83 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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1k 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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936 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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87 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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86 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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164 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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107 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 ...
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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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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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362 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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314 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 ...
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662 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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522 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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708 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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745 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 ...
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109 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 ...
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483 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 ...
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877 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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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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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 ...
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159 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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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 ...