I have a weekly time series representing costs for a cohort. I want to tell whether an intervention on the cohort (we can assume it happened in a single week) has decreased costs for the cohort. I happen to know that the trend over this period for the population from which this cohort was taken was -120 per week per week.
My initial thought was simply to do a linear regression
lm(Costs~Weeks,offset=-120*Weeks) but (obviously) the significance is not only a function of the effect of the intervention but also how far back I look (if I look back to $-\infty$ it will of course appear non-significant).
I looked at this website: http://www.r-bloggers.com/time-series-intervention-analysis-wih-r-and-sas/ and tried to replicate the R code with my data, but when I enter the arimax() command, I got the error message
Error in stats:::arima(x=x,order=order,seasonal=seasonal,fixed=par[1:narma], : wrong length for 'fixed'
Now, I'm not sure what to do. Can anyone give me some guidance?