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A I I E Transactions Volume 12, 1980 - Issue 4
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Modeling and Forecasting Time Series Using Transfer Function and Intervention Methods

Douglas C. Montgomery School of Industrial and Systems Engineering Georgia Institute of Technology, Atlanta, GA, 30332
&
Ginner Weatherby School of Industrial and Systems Engineering Georgia Institute of Technology, Atlanta, GA, 30332
Pages 289-307 | Received 01 Feb 1980, Published online: 06 Jul 2007

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Yuying Sun, Kenan Qiao & Shouyang Wang. (2021) Uncertainty shocks of Trump election in an interval model of stock market. Quantitative Finance 21:5, pages 865-879.
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NAZARIOD. RAMIREZ-BELTRAN & JAIMEA. MONTES. (2002) Neural networks to model dynamic systems with time delays. IIE Transactions 34:3, pages 313-327.
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A. F. Gyles. (1991) A time-domain transfer function model of Wagner's Law: the case of the United Kingdom economy. Applied Economics 23:2, pages 327-330.
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T.N. Goh$suffix/text()$suffix/text() & N. Varaprasad$suffix/text()$suffix/text(). (1986) A Statistical Methodology for the Analysis of the Life-Cycle of Reusable Containers. IIE Transactions 18:1, pages 42-47.
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StephenB. Cohen. (1982) A Common Error in Time Series Intervention Modeling. A I I E Transactions 14:2, pages 135-136.
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Karima Kourtit, Peter Nijkamp & Alexandru Banica. (2023) An analysis of natural disasters’ effects – A global comparative study of ‘Blessing in Disguise’. Socio-Economic Planning Sciences 88, pages 101599.
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Stephanie Clark, Rob J. Hyndman, Dan Pagendam & Louise M. Ryan. (2020) Modern Strategies for Time Series Regression. International Statistical Review 88:S1.
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Taly Purwa, Ulin Nafngiyana & Suhartono Suhartono. (2020) COMPARISON OF ARIMA, TRANSFER FUNCTION AND VAR MODELS FOR FORECASTING CPI, STOCK PRICES, AND INDONESIAN EXCHANGE RATE: ACCURACY VS. EXPLAINABILITY. MEDIA STATISTIKA 13:1, pages 1-12.
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M. Nithin, P. Jijin & P. Baiju. (2018) Has Demonetisation Pushed Digitalisation in India? Some Counter Evidences. Journal of Business Thought 9, pages 58-69.
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Suhartono, Muhammad Hisyam Lee & Sri Rezeki. Standardized residual as response function for order identification of multi input intervention analysis. Standardized residual as response function for order identification of multi input intervention analysis.
Tianshu Zheng. (2014) What caused the decrease in RevPAR during the recession?. International Journal of Contemporary Hospitality Management 26:8, pages 1225-1242.
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Tianshu Zheng, John Farrish, Ming-Lun Lee & Hui Yu. (2013) Is the gaming industry still recession-proof?. International Journal of Contemporary Hospitality Management 25:7, pages 1135-1152.
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Daniel Medenwald. (2018) Effect of 9/11 on suicide: appropriateness of a time series model. British Journal of Psychiatry 202:6, pages 467-468.
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Christina M. Mastrangelo, James R. Simpson & Douglas C. Montgomery. 2013. Encyclopedia of Operations Research and Management Science. Encyclopedia of Operations Research and Management Science 1546 1552 .
George E. P. Box, Gwilym M. Jenkins & Gregory C. Reinsel. 2008. Time Series Analysis. Time Series Analysis 685 699 .
Clive J. Lawrence. 2005. Encyclopedia of Biostatistics. Encyclopedia of Biostatistics.
Clive J. Lawrence. 2005. Encyclopedia of Biostatistics. Encyclopedia of Biostatistics.
John T. Coshall. (2016) The Threat of Terrorism as an Intervention on International Travel Flows. Journal of Travel Research 42:1, pages 4-12.
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Francisco Fernando Ribeiro Ramos. (2003) Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy. International Journal of Forecasting 19:1, pages 95-110.
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Carey Goh & Rob Law. (2002) Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention. Tourism Management 23:5, pages 499-510.
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Yu-Jane Liu & Chih-Hsien Yu. (2011) On the Effect of Stock Stabilization Fund: A Case of Taiwan. Review of Pacific Basin Financial Markets and Policies 05:01, pages 93-109.
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Christina M. Mastrangelo, James R. Simpson & Douglas C. Montgomery. 2001. Encyclopedia of Operations Research and Management Science. Encyclopedia of Operations Research and Management Science 828 833 .
David J. Curry, Suresh Divakar, Sharat K. Mathur & Charles H. Whiteman. (2006) BVAR as a category management tool: An illustration and comparison with alternative techniques. Journal of Forecasting 14:3, pages 181-199.
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MARTHA A. MYERS. (2006) GENDER AND SOUTHERN PUNISHMENT AFTER THE CIVIL WAR*. Criminology 33:1, pages 17-46.
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Harry McGinnis. (2016) Determining the Impact of Economic Factors on Local Government Growth Policy: Using Time-series Analysis and Transfer Function Models. Urban Studies 31:2, pages 233-246.
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Martha A. Myers. (1991) Economic conditions and punishment in Postbellum Georgia. Journal of Quantitative Criminology 7:2, pages 99-121.
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Martha A. Myers & James L. Massey. (1991) Race, Labor, and Punishment in Postbellum Georgia. Social Problems 38:2, pages 267-286.
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MARTHA A. MYERS. (2006) ECONOMIC THREAT AND RACIAL DISPARITIES IN INCARCERATION: THE CASE OF POSTBELLUM GEORGIA. Criminology 28:4, pages 627-656.
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Jack Narayan & John Considine. (1989) Assessing the impact of fare increases in a transit system by using intervention analysis. Journal of Business Research 19:4, pages 245-254.
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Y.P. Gupta & T.M. Somers. (1989) Availability of CNC machines: multiple-input transfer-function modeling. IEEE Transactions on Reliability 38:3, pages 285-295.
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Lakshman Krishnamurthi, Jack Narayan & S.P. Raj. (1989) Intervention analysis using control series and exogenous variables in a transfer function model: A case study. International Journal of Forecasting 5:1, pages 21-27.
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Yash P. Gupta, Toni M. Somers & Lea Grau. (1988) Modeling the interrelationship between downtimes and uptimes of CNC machines. European Journal of Operational Research 37:2, pages 254-271.
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John J. Considine & Jack Narayan. (1988) Assessment of the impact of changes in transit systems using intervention analysis. Transportation Research Part B: Methodological 22:1, pages 55-67.
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Lakshman KrishnamurthiJack NarayanS. P. Raj. (2018) Intervention Analysis of a Field Experiment to Assess the Buildup Effect of Advertising. Journal of Marketing Research 23:4, pages 337-345.
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Richard L. Henneman & William B. Rouse. (1986) On Measuring the Complexity of Monitoring and Controlling Large-Scale Systems. IEEE Transactions on Systems, Man, and Cybernetics 16:2, pages 193-207.
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NIGEL MEADE. 1985. Further Developments in Operational Research. Further Developments in Operational Research 57 75 .

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