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Interrupted Time Series Analysis$
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David McDowall, Richard McCleary, and Bradley J. Bartos

Print publication date: 2019

Print ISBN-13: 9780190943943

Published to Oxford Scholarship Online: February 2021

DOI: 10.1093/oso/9780190943943.001.0001

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PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2022. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use.date: 27 May 2022

The Intervention Component: X( It)

The Intervention Component: X( It)

(p.98) 4 The Intervention Component: X( It)
Interrupted Time Series Analysis

David McDowall

Richard McCleary

Bradley J. Bartos

Oxford University Press

Chapter 4 introduces the full ARIMA intervention model. Most substantive theories specify the intervention as an exogenous dichotomy. A Box-Tiao transfer function then distributes the intervention's response across the endogenous time series to reflect a theoretically specified onset and duration. Transfer functions allow the noise component to be parsed from the residualized time series. Theoretical specification of the intervention model requires at least some sense of the onset and duration of the impact. Detailed analyses of ten time series demonstrate how to handle interventions with abrupt and permanent, gradually accruing, gradually decaying, and complex impacts. One popular version of an ITSA short course ends with Chapter 4. Although statistically adequate ARIMA models can be built using the modeling strategy described in Chapters 3-4, survey knowledge of the auxiliary methods described in Chapter 5 is recommended.

Keywords:   Intervention modeling, Box Tiao function, onset, duration, traffic fatalities, complex impacts, placebo effect, transfer function, self-injurious behavior

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