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http://www.jstor.org/pss/2285379 05/12/2010
JSTOR: Journal of the American Statistical Association, Vol. 70, No. 349 (Mar., 1975... Page 2 of 4
http://www.jstor.org/pss/2285379 05/12/2010
JSTOR: Journal of the American Statistical Association, Vol. 70, No. 349 (Mar., 1975... Page 3 of 4
http://www.jstor.org/pss/2285379 05/12/2010
JSTOR: Journal of the American Statistical Association, Vol. 70, No. 349 (Mar., 1975... Page 4 of 4
Abstract
This article discusses the effect of interventions on a given response variable in the presence of
dependent noise structure. Difference equation models are employed to represent the possible
dynamic characteristics of both the interventions and the noise. Some properties of the maximum
likelihood estimators of parameters measuring level changes are discussed. Two applications, one
dealing with the photochemical smog data in Los Angeles and the other with changes in the
consumer price index, are presented.
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http://www.jstor.org/pss/2285379 05/12/2010