topic Re: time series event model with a control and treatment group? possible? in SAS Forecasting and Econometrics

time series event model with a control and treatment group? possible?

proctice — Sun, 17 Apr 2011 02:37:21 GMT

Is there a way to compare two time series models statistically?

I have data from a pre-intervention period and a post-intervention period for both a control group and a treatment group. There was no intervention in the control group. So I expect to see no change in the time series for this group and I expect to see a change in the time series for the treatment group. Is there a way to test for differences in these two time series? Thanks.

Re: time series event model with a control and treatment group? possible?

Werg — Mon, 18 Apr 2011 14:58:05 GMT

You can use same statistics, for example MAPE (Mean Absolute Percentage Error) to compare two time series.

Re: time series event model with a control and treatment group? possible?

udo_sas — Tue, 10 May 2011 20:55:36 GMT

Hello -
Did you consider running a similarity analysis (PROC SIMILARITY of SAS/ETS)?
http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#etsug_similarity_sect038.htm might point you in the right direction.
Thanks,
Udo

time series event model with a control and treatment group? possible?

proctice — Fri, 19 Aug 2011 16:43:09 GMT

The method in this document suggest putting two outcome values at one time point. Can you do that?

See pages 48 to 51 of this link. Let me know if you think this method is valid or not. Thanks

http://www.oregoneval.org/ANALYSIS%20OF%20INTERRUPTED%20TIME%20SERIES%20FINAL.pdf

time series event model with a control and treatment group? possible?

dekelas — Thu, 10 Nov 2011 06:56:41 GMT

Hi,

Consider using DID method rather then time series analysis as the time factor in your question seems to be 'before' and 'after'

you can start with this article:

http://www.nber.org/WNE/lect_10_diffindiffs.pdf