Standardized Residual as Response Function for Order Identification of Multi Input Intervention Analysis

摘要

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.