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Comparing sections of a time series

Posted: Wed May 14, 2014 4:32 pm
by KateK
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.

Re: Comparing sections of a time series

Posted: Wed May 14, 2014 5:51 pm
by startz
A Chow test would be traditional.