On Mon, 4 May 2015, Michael Ott wrote:
To clarify my initial question regarding performing an interrupted
time series analysis, I'm looking at time series data before during
and after an intervention to see if the intervention resulted in a
change to the data. Based on visual inspection of the time series
plot there is a large change in the level and a trend change through
out the time series. I'm attempting to do something like what is
described in the following reference:Elligsen, M., Walker, S. A. N.,
Pinto, R. Infect Control Hospital Epidemiol 2012;33(4):354-361
This sounds like a case for the Chow test for a structural break,
which is available in gretl. See under the Tests menu in the GUI model
window, or the "chow" command.
Allin Cottrell