Interrupted Time Series Analysis (ITSA)

[Lizi Otiuridze]

Hello!

I want to implement Interrupted Time Series Analysis (ITSA) on my data about immigration numbers from East to West Germany in a time period of 1980-2009. The treatment year in my case is 1989 - The Fall of the Berlin Wall. So the only two variables I have for now are years and their corresponding immigration numbers. Could anyone tell me how to do this in STATA and which commands to use? Moreover, do you think this method is suitable for this data and/or are there extra assumptions and things to check for behind ITSA?

Thank you, in advance!

[Rich Goldstein]

you really haven't given enough info for a comprehensive answer to your suitability question; but a good place to start is

search itsa

which will take you to an SJ article and its accompanying command and software - even the help file has a number of relevant citations that should be helpful as well as some examples