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Intervention analysis with multi-dimensional time series

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Maty
Maty 2013 年 8 月 7 日
Hi all, I need to use dummy variables for multivariate time series. I need to insert a column vector of dummy variables for each time series(in each time series I have more than one outlier)
Do you have any idea how can I do it? Can you also recommend me some materials?
Thanks for your consideration and any help!
Maty

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