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

[proctice]

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.

[Werg]

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

[udo_sas]

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_sec... might point you in the right direction.
Thanks,
Udo

[proctice]

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

[dekelas]

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