Comparing sections of a time series

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KateK
Posts: 7
Joined: Mon Apr 14, 2014 2:39 pm

Comparing sections of a time series

Postby KateK » Wed May 14, 2014 4:32 pm

Hi,

I have a time series and we are going to divide the time series into two time sections on the date the change has happened in the policy.
We want to compare the two time sections in terms of their time series properties.
Could you suggest time series analysis to do this?
Thanks a lot.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Comparing sections of a time series

Postby startz » Wed May 14, 2014 5:51 pm

A Chow test would be traditional.
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