# Hyde Park Purse snatching example
#
# The file replications the Hyde Park purse snatching
# intervention analysis reported in Brandt and Williams. 2001
# "A Linear Poisson Autoregressive Model: the PAR(p)"
# Political Analysis 9(2): 164-184.
#
#
# Patrick Brandt
#
# pbrandt@utdallas.edu
# School of Economic, Politica and Policy Sciences
# University of Texas, Dallas
#
# This file contains no warranty or guarantee of performance.
# Use at your own risk for non commercial use
#
# April 2004: This file replicates the analysis in Brandt and
# Williams in R >=1.9.  It also demonstrates how to use the R version
# of the PESTS code

source("../pests.r")

# Set up data matrices
HydePark <- read.table(file = "hydepark.txt", header=F,
                      col.names=c("Snatched.Purses"))
attach(HydePark)

# Define the intervention variable
whistle <- c(rep(0,41),rep(1,30))

# Now plot the time series
plot(ts(HydePark, start=c(1969,1), freq=12), ylab="Snatched Purses",
     main="Hyde Park Purse Snatching Data")

# Do a Poisson regression to get some consistent starting values
HydePark.Poisson <- glm(Snatched.Purses ~ whistle, family=poisson)
summary(HydePark.Poisson)

# PAR(1) Model
HydePark.PAR1 <- Parp(Snatched.Purses ~ whistle, p=1)

# PAR(2) Model
HydePark.PAR2 <- Parp(Snatched.Purses ~ whistle, p=2)

# PEWMA model -- include -1 so we omit the intercept.
HydePark.PEWMA <- Pewma(Snatched.Purses ~ -1 + whistle)

# Replicate McCleary and Hay's (1980) ARIMA(2,0,0)
HydePark.arima <- arima(HydePark, order=c(2,0,0), xreg=whistle)

# Print / summarize the results.
print(summary(HydePark.Poisson))
print(HydePark.PAR1)
print(HydePark.PAR2)
print(HydePark.PEWMA)
print(HydePark.arima)

# Compute the impact multipliers for the PAR models.  These are by
# default for one unit changes in the intervention variable.

parp.multipliers(HydePark.PAR1)
parp.multipliers(HydePark.PAR2)