*
* INTERVENTION.RPF
* RATS Version, User's Guide, Example from Section 6.4.3.
*
cal(m) 1947:1
open data haversample.rat
data(format=rats) 1947:1 1993:12 sp500
set logsp_500 = log(sp500)
*
* The permanent effect is done with a level shift starting in 1987:10.
* The temporary effect is a spike at 1987:10.
*
dummy(ls=1987:10) perm
dummy(ao=1987:10) temp
*
* The permanent effect is done with lags 0 and 1 on perm.
*
boxjenk(diff=1,applydiff,constant,inputs=1,ma=1) logsp_500 $
   1980:1 1993:12 presids
# perm 1
*
* The temporary effect is done with numerator lags 0 and 1 and a single
* denominator lag.
*
boxjenk(diff=1,applydiff,constant,inputs=1,ma=1) logsp_500 $
   1980:1 1993:12 tresids
# temp 1 1