Intervention analysis using control series and exogenous variables in a transfer function model: A case study

Lakshman Krishnamurthi, Jack Narayan, S. P. Raj

Research output: Contribution to journalArticle

5 Scopus citations

Abstract

This paper presents a case study to show how a control group can be used to obtain more accurate estimates of the impact of interventions. Intervention analysis using the ARIMA time series method is applied in an experimental design context using multiple input transfer function analysis. The study combines the analytic rigor of time series analysis with the careful controls provided by an experiment involving a test and control series. The data are from a field experiment with test and control panels connected to a split-cable TV system.

Original languageEnglish (US)
Pages (from-to)21-27
Number of pages7
JournalInternational Journal of Forecasting
Volume5
Issue number1
DOIs
StatePublished - 1989

Keywords

  • Control groups
  • Experimental design
  • Intervention analysis
  • Multiple transfer function models

ASJC Scopus subject areas

  • Business and International Management

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