TY - GEN
T1 - Standardized residual as response function for order identification of multi input intervention analysis
AU - Suhartono,
AU - Lee, Muhammad Hisyam
AU - Rezeki, Sri
N1 - Publisher Copyright:
© 2017 Author(s).
PY - 2017/5/12
Y1 - 2017/5/12
N2 - Intervention analysis is a statistical model in the group of time series analysis which is widely used to describe the effect of an intervention caused by external or internal factors. An example of external factors that often occurs in Indonesia is a disaster, both natural or man-made disaster. The main purpose of this paper is to provide the results of theoretical studies on identification step for determining the order of multi inputs intervention analysis for evaluating the magnitude and duration of the impact of interventions on time series data. The theoretical result showed that the standardized residuals could be used properly as response function for determining the order of multi inputs intervention model. Then, these results are applied for evaluating the impact of a disaster on a real case in Indonesia, i.e. the magnitude and duration of the impact of the Lapindo mud on the volume of vehicles on the highway. Moreover, the empirical results showed that the multi inputs intervention model can describe and explain accurately the magnitude and duration of the impact of disasters on a time series data.
AB - Intervention analysis is a statistical model in the group of time series analysis which is widely used to describe the effect of an intervention caused by external or internal factors. An example of external factors that often occurs in Indonesia is a disaster, both natural or man-made disaster. The main purpose of this paper is to provide the results of theoretical studies on identification step for determining the order of multi inputs intervention analysis for evaluating the magnitude and duration of the impact of interventions on time series data. The theoretical result showed that the standardized residuals could be used properly as response function for determining the order of multi inputs intervention model. Then, these results are applied for evaluating the impact of a disaster on a real case in Indonesia, i.e. the magnitude and duration of the impact of the Lapindo mud on the volume of vehicles on the highway. Moreover, the empirical results showed that the multi inputs intervention model can describe and explain accurately the magnitude and duration of the impact of disasters on a time series data.
KW - identification step
KW - intervention analysis
KW - multi inputs
KW - response function
KW - standardized residuals
UR - http://www.scopus.com/inward/record.url?scp=85019673557&partnerID=8YFLogxK
U2 - 10.1063/1.4982858
DO - 10.1063/1.4982858
M3 - Conference contribution
AN - SCOPUS:85019673557
T3 - AIP Conference Proceedings
BT - 3rd ISM International Statistical Conference 2016, ISM 2016
A2 - Abu Bakar, Shaiful Anuar
A2 - Mohamed, Ibrahim
A2 - Yunus, Rossita Mohamad
PB - American Institute of Physics Inc.
T2 - 3rd ISM International Statistical Conference 2016: Bringing Professionalism and Prestige in Statistics, ISM 2016
Y2 - 9 August 2016 through 11 August 2016
ER -