A CHANGE IN LEVEL OF A NON-STATIONARY TIME SERIES.
Abstract
Suppose that observations zsubt of a time series are available at equally spaced time intervals. The authors consider the problem of making inferences about a possible shift in level of the series associated with the occurrance of an event E at some particular time. For example, the observations might be of some economic indicator and one might suspect a change in level to occur in a particular interval because of a change in fiscal policy. Alternatively, zsubt could be the daily output of a chemical process and the event E might be a change in the supplier of raw material.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1964
- Accession Number
- AD0625456
Entities
People
- George C. Tiao
- George E. P. Box
Organizations
- University of Wisconsin–Madison