econometrics

A tidy approach to Schaffer (2020) (Interrupted time series using ARIMA models)

A tidy approach to Schaffer (2020) (Interrupted time series using ARIMA models)

This one isn’t my usual kind of post, but hey, it’s my blog, so maybe somebody will find this useful... If you’re looking for a walkthrough for running interrupted time-series analyses with ARIMA models using Fable, this post may be helpful — in it, I reproduce the analysis done in the Schaffer, Dobbins, and Pearson (2021) paper titled “Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions”.