Computer Programs for Interrupted Time Series Analysis: II A Quantitative Evaluation

Multivariate Behavioral Research
J W Harrop, W F Velicer

Abstract

Interrupted time series analysis involves repeated observations on a single unit both preceding and following an intervention. Recently developed statistical procedures permit inferential statements about the degree and pattern of the intervention effect. Five different software packages appropriate for interrupted time series analysis were evaluated: TSX, GENTS, BMDP, SAS, and ITSE. Simulated data was generated from 44 types of series representing eleven different ARIMA models, two types of intervention, and two different series' lengths. The five programs are compared with respect to the accuracy of estimation of the error variance, pre-intervention level, post-intervention level, and slope estimates (where appropriate). Three programs produced generally satisfactory results (TSX, GENTS, and SAS), one was generally inaccurate across a wide range of models (ITSE), and one produced some inaccuracies and occasionally failed to complete the analysis (BMDP).

References

Jan 1, 1984·Multivariate Behavioral Research·W F Velicer, R P McDonald
Jan 1, 1985·Multivariate Behavioral Research·J W Harrop, W F Velicer
Apr 1, 1990·Multivariate Behavioral Research·J W Harrop, W F Velicer

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Citations

Apr 1, 1991·Multivariate Behavioral Research·W F Velicer, R P McDonald
Apr 1, 1990·Multivariate Behavioral Research·J W Harrop, W F Velicer
Apr 17, 2008·Behavior Research Methods·Tetiana StadnytskaJoachim Werner
Dec 20, 2015·American Journal of Preventive Medicine·Stephanie A S StarasAlexander C Wagenaar
Feb 23, 2020·Multivariate Behavioral Research·Lisa L HarlowStephen G West

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