intervention-analysis

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intoread / ARIMA-with-Intervention

Code for ARIMA with intervention. Original data is the monthly Spot Crude Oil Price: West Texas Intermediate (WTI) from January 1991 to October 2000, with the intervention being Asian Economic Crisis occuring at roughly January of 1997.

arima time-series-analysis intervention-analysis

Updated Oct 6, 2023
R

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intervention-analysis

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intoread / ARIMA-with-Intervention

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