Using exponential smoothing to specify intervention models for interrupted time series

Marvin B. Mandell, Stuart Bretschneider

Research output: Contribution to journalArticle

4 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)663-691
Number of pages29
JournalEvaluation Review
Volume8
Issue number5
DOIs
StatePublished - 1984
Externally publishedYes

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ASJC Scopus subject areas

  • Social Sciences(all)
  • Arts and Humanities (miscellaneous)

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