ARMA-Intervention model in Wei(2006)

[Alice Zhang]

Dear Tom and everyone,
I would like to construct a ARMA-Intervention model to analyze the effect of some reforms, following William W.S. Wei,2006,Time series analysis: Univariate and multivariate
methods(2nd Edition),Addison-Wesley Publishing. https://www.researchgate.net/publicatio ... ition_2006
This model is mentioned from page 212, and I want to use the model in the function 10.1.7. I just know the code about ARMA with a step input, but how can I add to tihs ARMA with a pulse input? I haven't find the code. I really need help.
Thank you in advance.

[TomDoan]

Have you looked at the section on intervention models in the User's Guide.

[Alice Zhang]

Thank you for your reply.
I have looked at this section in Users Guide again, and I now understand the code. I'm sorry about it because I'm a newer to use Rats. I would like to make sure that the example INTERVENTION.RPF is exactly what I want? Due to there are a pulse input for short-run effect and a step input for long-run effect, how can I draw a graph including these two effects like pulse response diagram?

[TomDoan]

I'm not saying the INTERVENTION.RPF is exactly what you want---in fact, it probably isn't, since the proper form for an intervention will likely differ from case to case. However, the section describes how to due various forms of shifts with various types of transitions.