Multilevel modelling and time series analysis in ... - ERSO - Swov

Chapter 3Kolmogorov-Smirnov TestIn this case, this hypothesis of normality of the residuals is accepted, becausethe 0,66 value of the Asymp. Sig. (2-tailed) is more than 0.05 (at the usual 95%confidence level).3.4.4.5. Intervention variableIn this section, we will add an intervention variable to the model, in view ofperforming a so-called intervention analysis.Data descriptionThe reason for the introduction of the intervention variable is the introduction ofthe seat belt law in February 1983. The variable will therefore be equal to 1,February 1983 onwards, and equal to 0 before (see the Methodology Report).Model estimation and validation• Click on Analyze..Time Series..Create Models• Move the variable LDRIVERS into the Dependent Variables list box andthe variable interv in the Independent variables list box.• Choose ARIMA in the Method list, click on Criteria and then specify themodel you want to estimate.