Forecasting and Assessing Structural Change: Campaign Effects

Authors: 
Andy Pole, Mike West, Jeff Harrison
Duke University, University of Warwick

Nov 30 1990

We discuss and illustrate modeling and analysis of structural change in time series data. The modeling framework is the normal dynamic linear model. We utilise basic ideas of componentwise model structuring and subjective intervention to provide a natural, easy to implement system for dealing with promotional campaigns

Manuscript: 

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