Using Exponential Smoothing To Specify Intervention Models for Interrupted Time Series
In: Evaluation review: a journal of applied social research, Band 8, Heft 5, S. 663-691
ISSN: 1552-3926
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.