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That's strange because the book I'm reading says the estimates should be ar(1) = .242, ar(2) = .336, δ = .927, and ω = -.781. Perhaps the books is using something other than least squares? Everything's matched the book up until now, but I suppose I could have entered something wrong at one step or a...

Thanks for your help. I tried the equation you suggested (I have an ARIMA(2,0,0) model). I used my dummy variable (0 = preintervention, 1 = postintervention) as “I” (named “impact”) and my time series variable as “y” (named “hydepark”). I entered it as this: hydepark c hydepark(-1) impact ar(1) ar(2...

Hi, I'm performing an interrupted time series (Box-Jenkins) design to assess whether anti-spam legislation has impacted email spam rates. I've done fine with the identification, estimation, and diagnosis portions of this process, and the data is ready for impact assessment. However, I can't figure o...