I have a series, which obviously increased the mean at one point. I was thinking to create a variable x=1 after the change point and x=0 before the change point. however, the series also has a seasonality. I did span of 12 differencing to remove the seasonality. but the shift disappeared after the differencing. instead it shows some big or low value around the change point. if I test x for the original series , it is very significant. but after differencing, x is non-significant any more. I guess the differencing just removed the effect of x...what should I do ? please help! Xiu Yan
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