Hi,

Has anyone applied a transfer function as a means of quantifying an intervention effect in an Interrupted Time Series analysis? I have a time series consisting of 48 quarterly observations (20 pre-policy, 8 transitional and 20 post-policy).

I have produced an ITS analysis based upon segmented regression, but wondered whether anyone had any experience they could share in regards to the use of ARIMA models with transfer functions for such? I would ideally like to apply a similar methodology to a dynamic linear model, but am struggling to understand how a transfer function could be calculated .

If anyone has done so and has any R code they would be willing to share to help me get to grips with it, it would be hugely appreciated.

Thanks

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