interv_covariate(n, tau, delta)
tau
.
n
rows and length(tau)
columns. The generated covariates describing the interventions are the columns of the matrix.
If tau
and delta
are vectors, one covariate is generated with tau[1]
as $\tau$ and delta[1]
as $\delta$, another covariate for the second elements and so on.
Fokianos, K., and Fried, R. (2012) Interventions in log-linear Poisson autoregression. Statistical Modelling 12(4), 299--322. http://dx.doi.org/10.1177/1471082X1201200401.
Liboschik, T., Kerschke, P., Fokianos, K. and Fried, R. (2014) Modelling interventions in INGARCH processes. International Journal of Computer Mathematics (published online), http://dx.doi.org/10.1080/00207160.2014.949250.
tsglm
for fitting a GLM for time series of counts.
interv_test
, interv_detect
and interv_multiple
for tests and detection procedures for intervention effects.
interv_covariate(n=140, tau=c(84,100), delta=c(1,0))
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