Interrupted Time Series ARIMA (Intervention Analysis)

Click the Interrupted time series analysis button on the Time Series Analysis Startup Panel - Quick tab to display the Interrupted Time Series ARIMA (Intervention Analysis) dialog box, which contains six tabs: Quick, Advanced, Options, Autocorrelations, Review impact patterns, and Review series.

Use this dialog box to specify an interrupted time series ARIMA analysis. This technique has also been called impact analysis or intervention analysis. In general, additional parameters (in addition to the autoregressive and moving average parameters) are estimated to account for one or more discrete events that either temporarily or permanently change the overall "level" or mean of the series. The general logic of this type of analysis and the different impact patterns are discussed in the Overview (see also, Time Series Analysis Index). An excellent brief and applications-oriented introduction to this method is provided by McDowall, McCleary, Meidinger, and Hay (1980).

OK (Begin parameter estimation). Click the OK (Begin parameter estimation) button to begin parameter estimation and then display the Single Series ARIMA Results dialog box. Note that, when returning from the Single Series ARIMA Results dialog box, up to three new series will be created, and appended to the active work area: 1) the transformed original series (e.g., differenced, logged, etc., depending on the selections in the Transform variable prior to analysis group box, see below), 2) the ARIMA residuals (from the series after transformations and differencing), and 3) the original series plus forecasts. Thus, make sure that there is sufficient "space" in the active work area for the respective variable, that is, that there are at least 3 (not locked) backups available. Increase the Number of backups parameter if necessary. Also, be sure to Lock all important backups of the original variable (those which you want to retain) if there are less than 3 unused backups available; otherwise, those backups will be overwritten (by the 3 series created by the ARIMA procedure).

Element Name Description
Active work area The Active work area is composed of three columns: Lock, Variable, and Long variable (series) name. For detailed information on the Active work area, see Time Series Analysis - Active Work Area.
Lock Double-click on a transformed variable in the Lock column to lock or unlock the variable in the active work area. An L is listed in the column to indicate that the variable is locked. Locked variables will not be replaced as successive transformations exceed the current maximum number of backups. Note that original (untransformed) variables are always locked, and they cannot be unlocked.
Variable The Variable column contains the short name of the variable(s) currently available for analysis. Click on a variable name in the list to highlight that variable (series) in the Active work area that is to be analyzed For more information, see Active Work Area.
Long variable (series) name When a new (e.g., transformed) variable is appended to the active work area, the Long variables (series) name column will display a new long variable name that consists of the old long variable name (as much of it as will fit) and a brief description of the respective transformation that was performed.
Number of backups per variable (series) The parameter entered in the Number of backups per variable (series) box determines the maximum number of backups (i.e., previous versions of the series) that is kept in the active work area for each variable. After a transformation (or other analysis) is performed on a series, the resulting transformed series (or residuals, forecasts, etc.) will be appended to the active work area, and the values of the series prior to the transformation will be maintained as a backup. When a new transformation is appended and the maximum number of backups for the respective original variable is exceeded, the "oldest" previous backup will be replaced. You can lock a variable (prevent it from being overwritten) by double-clicking on the respective variable in the Lock column. For more details, refer to Active Work Area.
Save variables Click the Save variables button to save the variables (series) in the Active work area into a standard STATISTICA data file. You can save all variables or only selected variables.
Delete Click the Delete button to delete a highlighted transformed variable from the Active work area. Original (untransformed) variables cannot be deleted.
Cancel Click the Cancel button to return to the Time Series Analysis Startup Panel.
Options Click the Options button to display the Options menu.