2026-06-29T07:47:27Zhttps://docta.ucm.es/rest/oai/requestoai:docta.ucm.es:20.500.14352/566362023-11-14T07:22:57Zcom_20.500.14352_14col_20.500.14352_17
Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising
Casals Carro, José
Jerez Méndez, Miguel
Sotoca López, Sonia
C32
C53
State-space
Signal extraction
Time series decomposition
Seasonal adjustment
Advertising
Lydia Pinkham
Econometría (Economía)
5302 Econometría
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.
Fac. de Ciencias Económicas y Empresariales
Instituto Complutense de Análisis Económico (ICAE)
FALSE
pub
2023-06-20T16:39:35Z
2023-06-20T16:39:35Z
2006
technical report
https://hdl.handle.net/20.500.14352/56636
XXXX-XXXX
eng
Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE)
open access
application/pdf
Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid