Hello
I am doing a interrupted time series analysis / autogregression and I am not sure about the interpretation of the output.
My dataset / variables looks like this:
period ddd denominator prop_ddd swissmedic swissmedic_per
1 1125320 1115442 10088.56 0 0
2 1227815 1115442 11007.43 0 0
3 1315611 1115442 11794.53 0 0
4 1287360 1115442 11541.25 0 0
...
60 1243608 1077136 11545.51 1 .
61 1111666 1084254 10252.82 1 1
62 929344 1130519 8220.51 1 2
63 1031575 1130519 9124.79 1 3
...
85 1160896 1241240 9352.71 1 25
and my comand is following:
proc autoreg data=bpmedi.autoreg_ddd_hct;
model prop_ddd = period swissmedic swissmed_per / method=ml nlag=1 dwprob
covb;
output out=autoreg_out predicted=pred pm=trend lcl=pred_l ucl=pred_u residual=resid
predictedm=predm lclm=predm_l uclm=predm_u residualm=residm;
run;
And i get the output attached as screenshots.
I want to know the trend before the intervention (in period 60), the immediate effect after the invention and the trend after the intervention. My understanding is, that I need the table with "Parameter Estimates", but why is my intercept not the value of the pro_ddd in period 1 (11627 vs 10088.56)?
Thank you for your help!