st: chow test in arima regressions

[Edgard Alfonso Polanco <edgard.polanco@gmail.com>]

Dear statalisters,

I'm working on Stata9 SE for Windows. I work my arima regressions with a 
syntax like the following
   "arima x, arima(p,d,q) sarima(P,D,Q,S)"

I need to specify a model to make a chow test with interactions between 
a dummy and the dependent variables that looks like this
   "x = x[-1] + dummy*x[-1] + ma[-1] + dummy*ma[-1]"

I know I can use arima for the lagged values of x and the interactions, 
but I don't know what should I do with the "ma" components. Ideally the 
syntax should be
   "arima x  L.x  dummy*L.x   [the ma part]" where "dummy*x" is the 
interaction between the dummy and x and the brackets is what I'm missing.

Does anybody know how to write the ma part of the model? Or any .ado 
that makes chow tests on time series data?

Thank you very much.

Edgard
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