Using Predictor Variables

Fitting the Intervention Model

The Interventions for Series window now contains definitions for four intervention predictors. Select all four interventions, as shown in Figure 58.21.

Figure 58.21: Interventions for Series Window

Interventions for Series Window


Select the OK button. This returns you to the ARIMA Model Specification window, which now lists items in the Predictors list, as shown in Figure 58.22.

Figure 58.22: Linear Trend with Interventions Specified

Linear Trend with Interventions Specified


Select the OK button to fit this model. After the model is fit, bring up the Model Viewer. You will see a plot of the model predictions, as shown in Figure 58.23.

Figure 58.23: Linear Trend with Interventions Model

Linear Trend with Interventions Model


You can use the Zoom In feature to take a closer look at how the complex intervention effect fits the excursion in the series starting in August 1990.