2026-06-27T12:34:25Zhttps://docta.ucm.es/rest/oai/request

oai:docta.ucm.es:20.500.14352/566362023-11-14T07:22:57Zcom_20.500.14352_14col_20.500.14352_17

Casals Carro, José Jerez Méndez, Miguel Sotoca López, Sonia 2023-06-20T16:39:35Z 2023-06-20T16:39:35Z 2006 https://hdl.handle.net/20.500.14352/56636 https://www.ucm.es/icae This paper shows how to compute the in-sample effect of exogenous inputs on the endogenous variables in any linear model written in state-space form. Estimating this component may be, either interesting by itself, or a previous step before decomposing a time series into trend, cycle, seasonal and error components. The practical application and usefulness of this method is illustrated by estimating the effect of advertising on monthly sales of the Lydia Pinkham vegetable compound. eng open access Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising technical report