Autobox can allow users to specify a regressor with a “1” where there is an outlier or a “0” where there is not.

If the user does not specify the outlier, Autobox does a search using different combinations of 0’s and 1’s in order

To detect the point where an intervention takes place.

 

 

 

 

 

TIME

Y

X
(User defined variable)

 

1

.1

0

2

.2

0

3

.1

0

4

2.0

1

5

.1

0

6

.3

0

7

2.4

1

8

.2

0

9

.1

0

10

.1

0

11

.2

1

In the case where X is not suggested by the user there are 2 outliers or 2 unusual values ( time period 4 and 7 ). Thus the model would contain 2 dummy variables. However in the case when the user knows about a causal variable ( point in time of a promotion for example ) AUTOBOX would detect an outlier at time period 11. This would lead to a totally different set of coefficients and a different comprehension of the nature of the data.