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Andrea L. Schaffer, Timothy Dobbins, Sallie‐Anne Pearson
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 they can be used to evaluate population-level interventions, such as the introduction of health policies. We discuss how to select the shape of the impact, the model selection process, transfer functions, checking model fit, and interpretation of findings. We also provide R and SAS code to replicate our results. RESULTS: We illustrate ARIMA modelling using the example of a policy intervention to reduce inappropriate prescribing. In January 2014, the Australian government eliminated prescription refills for the 25 mg tablet strength of quetiapine, an antipsychotic, to deter its prescribing for non-approved indications. We examine the impact of this policy intervention on dispensing of quetiapine using dispensing claims data. CONCLUSIONS: ARIMA modelling is a useful tool to evaluate the impact of large-scale interventions when other approaches are not suitable, as it can account for underlying trends, autocorrelation and seasonality and allows for flexible modelling of different types of impacts.
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Schaffer, A. L., Dobbins, T., & Pearson, S. (2021). Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions. BMC Medical Research Methodology, 21(1), 58. https://doi.org/10.1186/s12874-021-01235-8
Schaffer, Andrea L., et al. "Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions." BMC Medical Research Methodology, vol. 21, no. 1, 2021, pp. 58, https://doi.org/10.1186/s12874-021-01235-8.
Schaffer, Andrea L., Timothy Dobbins, and Sallie‐Anne Pearson. "Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions." BMC Medical Research Methodology 21, no. 1 (2021): 58. https://doi.org/10.1186/s12874-021-01235-8.
Schaffer A. L., Dobbins T., Pearson S. Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions // BMC Medical Research Methodology. — 2021. — Vol. 21, № 1. — P. 58. — URL: https://doi.org/10.1186/s12874-021-01235-8
@article{schaffer2021interrupted,
title = {{Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions}},
author = {Andrea L. Schaffer and Timothy Dobbins and Sallie‐Anne Pearson},
journal = {BMC Medical Research Methodology},
year = {2021},
volume = {21},
number = {1},
pages = {58},
doi = {10.1186/s12874-021-01235-8},
url = {https://doi.org/10.1186/s12874-021-01235-8}
}TY - JOUR AU - Schaffer, Andrea L. AU - Dobbins, Timothy AU - Pearson, Sallie‐Anne TI - Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions JO - BMC Medical Research Methodology VL - 21 IS - 1 SP - 58 PY - 2021 DA - 2021/03/22 DO - 10.1186/s12874-021-01235-8 UR - https://doi.org/10.1186/s12874-021-01235-8 ER -
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