2021
DOI: 10.1186/s12874-021-01235-8
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Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions

Abstract: Background Interrupted time series analysis is increasingly used to evaluate the impact of large-scale health interventions. While segmented regression is a common approach, it is not always adequate, especially in the presence of seasonality and autocorrelation. An Autoregressive Integrated Moving Average (ARIMA) model is an alternative method that can accommodate these issues. Methods We describe the underlying theory behind ARIMA models and how … Show more

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Cited by 383 publications
(366 citation statements)
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“…For more information see the statistical supplement to this paper and our previous paper describing the use of ARIMA methodology for evaluating public health interventions . [22] We included variables representing temporary changes (only occurring during the month) for March 2020, April 2020, and July 2020; and a level shift (permanent change) from April 2020 through December 2020 in our ARIMA models. We modelled temporary changes in March and April as Australian COVID restrictions did not come into full effect until late March and the impacts may have carried over into April; and we modelled a temporary change in July 2020 to capture the impacts of the second outbreak in Victoria and subsequent lockdowns there.…”
Section: Methodsmentioning
confidence: 99%
“…For more information see the statistical supplement to this paper and our previous paper describing the use of ARIMA methodology for evaluating public health interventions . [22] We included variables representing temporary changes (only occurring during the month) for March 2020, April 2020, and July 2020; and a level shift (permanent change) from April 2020 through December 2020 in our ARIMA models. We modelled temporary changes in March and April as Australian COVID restrictions did not come into full effect until late March and the impacts may have carried over into April; and we modelled a temporary change in July 2020 to capture the impacts of the second outbreak in Victoria and subsequent lockdowns there.…”
Section: Methodsmentioning
confidence: 99%
“…Trends were stratified by age group (65–74, 75–84, and ≥85 years) and sex. Interrupted time series analysis was conducted using seasonal autoregressive integrated moving average (ARIMA) modelling [ 13 ]. Program changes for HMRs (October 2011, March 2013, March 2014) and RMMRs (October 2011, March 2014) ( Table 1 ) were modelled as change points.…”
Section: Methodsmentioning
confidence: 99%
“…This method is preferred in drug use research because purchasing trends often are autocorrelated and violate linear regression assumptions. 31 , 32 , 33 We performed a seasonal difference by lagging each series by 12 months ( d = 12). To maximize stability, prepandemic trends were estimated using all 6 years of available data (August 2014-February 2020).…”
Section: Methodsmentioning
confidence: 99%
“…We tested the stationarity assumption using augmented Dickey Fuller tests (α = 0.1). 33 We did not report estimated coefficients from the ARIMA models (eg, AR or MA coefficients), because these are not interpretable directly in relationship to changes in purchasing rates.…”
Section: Methodsmentioning
confidence: 99%