In general, procedures for the analysis of interrupted time series are quite sophisticated and powerful. However, procedures for identifying the intervention component of inter rupted time-series models remain relatively primitive. In this article we demonstrate how exponential smoothing can play a function in the identification of the intervention component of an interrupted time-series model that is analogous to the function that the sample autocorrelation and partial autocorrelation functions serve in the identification of the noise portion of such a model.
ASJC Scopus subject areas
- Social Sciences(all)
- Arts and Humanities (miscellaneous)