0. the ITS equation I want to use is : outcome = t_before(b1 -> previous trend) intervention(b2 -> level change) t_after(b3 -> trend change) , under ARIMA (5, 1, 0) model
1. if so, how can I put this equation into PROC ARIMA to get the coefficients of b1, b2, and b3?
some references seem to use PROC MODEL, or PROC AUTOREG, but I don't think those cases consider the ARIMA (because those programs have no coded lines such as 'p=~~', 'q=~~' or checking ACF, PACF and so on)
2. if I also want to estimate the slope of post trend, which is (b1+b3), how should I code to get the estimation and the p-value for (b1+b3)
1. I have reduced your p=5 to p=1 because the higher order coefficients are not very significant. The residual plots appear OK.
2. The pre-intervention slope (MU in this case) is estimated as -0.72433, which seems reasonable since the outcome is trending downward prior to intervention.
3. Post-intervention slope, MU + intervention coefficient, turns out to be (-0.72433 + 12.49581).
Hope this works for you.
By the way, for carrying out more general types of analyses described in the paper you mention it is easier to use PROC SSM. This is a newer procedure than ARIMA and provides much broader support for time series modeling and intervention analysis. The learning curve for PROC SSM is a bit steep but I think worth taking a look. See
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