Hi everyone,
I am just wondering if you could give me a hand to make sure what I have done is correct please.
I have run an ITS with single interruption at point 614 (please see below).
1)Could I say the finding suggests that the level of arrivals was at 6333986 (cons) and increasing by 777 (but not significant)?
2)adding in first month of interruption arrivals dropped significantly by -372564 (x614)?
3)but then with significant increase in monthly (_x_t614) trend?
4) finally lincom estimate produced by specifying trend posttrend, that after the interruption, arrival started to pick up?
I hope you can help me :-)
Best wishes
Yeg
format t %tm
. di ym(2011,3)
614
. tsset t
time variable: t, 2006m1 to 2015m12
delta: 1 month
. itsa Arrivals, trperiod(614)lag(1)posttrend figure
time variable: t, 2006m1 to 2015m12
delta: 1 month
Regression with Newey-West standard errors Number of obs = 120
maximum lag: 1 F( 3, 116) = 94.69
Prob > F = 0.0000
------------------------------------------------------------------------------
| Newey-West
Arrivals | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_t | 777.8001 621.509 1.25 0.213 -453.1767 2008.777
_x614 | -372564.4 45549.34 -8.18 0.000 -462780.6 -282348.2
_x_t614 | 22630.29 1599.061 14.15 0.000 19463.15 25797.44
_cons | 633986.5 20249.85 31.31 0.000 593879.1 674093.9
------------------------------------------------------------------------------
Postintervention Linear Trend: 614
Treated: _b[_t]+_b[_x_t614]
------------------------------------------------------------------------------
Linear Trend | Coeff Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Treated | 2.34e+041473.4503 15.8866 0.0000 2.05e+04 2.63e+04
------------------------------------------------------------------------------
I am just wondering if you could give me a hand to make sure what I have done is correct please.
I have run an ITS with single interruption at point 614 (please see below).
1)Could I say the finding suggests that the level of arrivals was at 6333986 (cons) and increasing by 777 (but not significant)?
2)adding in first month of interruption arrivals dropped significantly by -372564 (x614)?
3)but then with significant increase in monthly (_x_t614) trend?
4) finally lincom estimate produced by specifying trend posttrend, that after the interruption, arrival started to pick up?
I hope you can help me :-)
Best wishes
Yeg
format t %tm
. di ym(2011,3)
614
. tsset t
time variable: t, 2006m1 to 2015m12
delta: 1 month
. itsa Arrivals, trperiod(614)lag(1)posttrend figure
time variable: t, 2006m1 to 2015m12
delta: 1 month
Regression with Newey-West standard errors Number of obs = 120
maximum lag: 1 F( 3, 116) = 94.69
Prob > F = 0.0000
------------------------------------------------------------------------------
| Newey-West
Arrivals | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_t | 777.8001 621.509 1.25 0.213 -453.1767 2008.777
_x614 | -372564.4 45549.34 -8.18 0.000 -462780.6 -282348.2
_x_t614 | 22630.29 1599.061 14.15 0.000 19463.15 25797.44
_cons | 633986.5 20249.85 31.31 0.000 593879.1 674093.9
------------------------------------------------------------------------------
Postintervention Linear Trend: 614
Treated: _b[_t]+_b[_x_t614]
------------------------------------------------------------------------------
Linear Trend | Coeff Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Treated | 2.34e+041473.4503 15.8866 0.0000 2.05e+04 2.63e+04
------------------------------------------------------------------------------
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