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Re: st: Interrupted Time Series Analysis


From   Carolina Echevarria <aliyabay@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Interrupted Time Series Analysis
Date   Tue, 5 Mar 2013 10:19:51 -0300

Thanks!

Carolina

On Mar 4, 2013, at 3:35 PM, Ariel Linden. DrPH wrote:

> Hi Carolina,
> 
> The "transfer function" is really old school. Stata allows you to enter
> covariates in ARIMA, which it refers to as "ARMAX" which allows you the
> flexibility to model treatment effects in time series models.
> 
> Therefore you can generate a covariate for the "step" (the value of the
> outcome in the month right after the start of the intervention), as well as
> the "post intervention trend" (and interaction term between the "time"
> variable and "treatment" variable). 
> 
> Ariel
> 
> Date: Sun, 3 Mar 2013 16:39:54 -0300
> From: Caro ALIYA <aliyabay@gmail.com>
> Subject: st: Interrupted Time Series Analysis
> 
> Dear all,
> 
> Im running an ARIMA model with an intervention that is gradual and
> permanent.
> Is there a way in Stata to specified the transfer functions (parameter
> w & delta).
> 
> Thanks,
> 
> Carolina
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