Re: [R] Arimax with intervention dummy and multiple covariates

2013-02-21 Thread Jose Iparraguirre
..@r-project.org] On Behalf Of Mark Leeds Sent: 21 February 2013 16:38 To: Paul Bernal; r-help@r-project.org Subject: Re: [R] Arimax with intervention dummy and multiple covariates to anyone who was mistakenly looking for the armax beer paper using Bierens as the author. I made a mistake and apologiz

Re: [R] Arimax with intervention dummy and multiple covariates

2013-02-21 Thread Mark Leeds
to anyone who was mistakenly looking for the armax beer paper using Bierens as the author. I made a mistake and apologize because the author was franses and the paper is at the link below: http://repub.eur.nl/res/pub/2112/eur_franses_MR1.pdf On Thu, Feb 21, 2013 at 11:23 AM, Paul Bernal wrote:

Re: [R] Arimax with intervention dummy and multiple covariates

2013-02-21 Thread Mark Leeds
Hi: bierens has a paper on modelling beer sales in the netherland ( I'm pretty sure it's on the net. if not, I have a copy somewhere I think ) using an ARIMAX. why don't you take his paper and his data and see if you get the same estimates using R. That's one way if you'll know if you're doing the

[R] Arimax with intervention dummy and multiple covariates

2013-02-21 Thread Jose Iparraguirre
Hi I'm trying to measure the effect of a policy intervention (Box and Tiao, 1975). This query has to do with the coding of the model rather than with the particulars of my dataset, so I'm not providing the actual dataset (or a simulated one) in this case, apart from some general description. Th