自回归积分移动平均
自相关
计算机科学
比例(比率)
时间序列
心理干预
计量经济学
自回归模型
统计
医学
机器学习
数学
地理
精神科
地图学
作者
Andrea L Schaffer,Timothy Dobbins,Sallie-Anne Pearson
标识
DOI:10.1186/s12874-021-01235-8
摘要
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 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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