*
* Example AIRLINEI.DAT from pp 522-527
*
open data airlinei.dat
calendar(m) 1949
data(format=free,org=columns) 1949:1 1960:12 date airline
*
* Generate the dummy for the intervention range
*
set ads = t>=121
*
* Transform data to logs
*
set logair = log(airline)
*
graph(footer="Figure 12-16 Logs of Airline Passengers with Intervention at Month 121",grid=(t==121))
# logair
*
* Pre-intervention estimation
*
boxjenk(diffs=1,sdiffs=1,ma=1,sma=1) logair * 120
*
diff(sdiffs=1) logair / d12logair
graph(footer="Figure 12-17 Seasonal Differences of Airline Passengers",grid=(t==121))
# d12logair
*
* With 0,0,0 intervention over full data set
*
boxjenk(diffs=1,sdiffs=1,ma=1,sma=1,inputs=1,applydiffs) logair
# ads 0 0 0
*
prj fitted
graph(footer="Figure 12-18 Fitted and actual values of zero-order interventions",grid=(t==121)) 2
# fitted 1957:1 *
# logair 1957:1 *
*
* With denominator term
*
boxjenk(diffs=1,sdiffs=1,ma=1,sma=1,inputs=1,applydiffs) logair
# ads 0 1 0
*
* Computations for table 12-18
*
set impact 1 16  = .2758*(.5172)**(t-1)
acc impact 1 16 cimpact
set expimpact 1 16 = exp(impact)
set expcimpact 1 16 = exp(cimpact)
print(nodates,picture="*.####") 1 16 impact cimpact expimpact expcimpact