# Quantifying effect of a categorical variable in time series analysis

I have a dependent variable ($y$ axis in the pictured graph) trending over time ($x$ axis). I also have a categorical variable, which was constant until one point in time, then changed to another value, with which value it has remained constant since; that point in time is indicated in the picture by a break in the pictured graph. What test can I use to find the effect size of the categorical variable?

• Did the variable blip and then return to its earlier value? Or make a permanent change to a different value? – Henry Dec 8 '11 at 21:18
• @Henry, the latter. I've edited the question to (I hope) clarify that. – msh210 Dec 8 '11 at 21:20