Conditional least squares ARIMA and transfer function estimates for the intervention model explaining the ratio of Tasmanian restaurant to retail turnover
| Parameters | The model of abrupt and permanent impact* | The model of gradual and permanent impact† | The model of abrupt and temporary impact‡ | |||
|---|---|---|---|---|---|---|
| Coefficient | p Value | Coefficient | p Value | Coefficient | p Value | |
| *(1−B)Yt = θ0+(1−θ1B)at+ωIt, where Yt is the value of the ratio at time t, and It is intervention dummy variable coded “0 = before intervention” and “1 = thereafter”. | ||||||
| †(1−B)Yt = θ0+(1−θ1B)at+[ω/(1−δB)]It, where Yt is the value of the ratio at time t, and It is intervention dummy variable coded “0 = before intervention” and “1 = thereafter”. | ||||||
| ‡(1−B)Yt = θ0+(1−θ1B)at+[ω/(1−δB)]It, where Yt is the value of the ratio at time t, and It is intervention dummy variable coded “0 = before and after intervention” and “1 = at the moment of intervention”. | ||||||
| θ0 | −0.000 | 0.875 | −0.000 | 0.885 | −0.000 | 0.809 |
| θ1 | 0.382 | <0.001 | 0.382 | <0.001 | 0.375 | <0.001 |
| ω | −0.001 | 0.641 | −0.001 | 0.640 | 0.000 | 0.672 |
| δ | 0.344 | 0.832 | −0.993 | <0.001 | ||
| Q6 | 0.81 | 0.976 | 0.80 | 0.977 | 0.63 | 0.986 |
| Q12 | 2.24 | 0.998 | 2.24 | 0.998 | 2.29 | 0.997 |
| Q18 | 6.57 | 0.988 | 6.63 | 0.988 | 6.63 | 0.988 |
| Q24 | 25.78 | 0.312 | 25.71 | 0.314 | 26.62 | 0.272 |