its.analysis

Running Interrupted Time Series Analysis

CRAN Package

Two functions for running and then post-estimating an Interrupted Time Series Analysis model. This is a solution for running time series analyses on temporally short data. See English (2019) 'The its.analysis R package - Modelling short time series data' https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3398189 for an overview of the method.


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  • Imports5 packages