Interrupted Time Series Analysis
Uses continuous before/after series to estimate changes in outcome level or slope. Consider seasonality, autocorrelation and concurrent changes. [1]
- Difficulty
- Intermediate
- Cost
- Medium
- Duration
- Illustrative planning durations, not common standards: collection 1–4 weeks, analysis 1–2 weeks
How it works at a glance
Specify intervention time and hypothesize immediate level versus gradual slope changes beforehand. Compare post-trends with counterfactual extrapolated pre-trends. [1]
This is not a two-point comparison. Check frequency, duration, missingness, seasonality and error dependence, adding suitable comparison series where possible. [1]
When to use it and when it is unsuitable
When to use it
- Monthly/annual administrative, disease or crime series around law, policy or program changes
- Nationwide or whole-area policies without easy controls but with long series
- Health/public-health effects of drug approvals, infection measures or screening using aggregates
- Series permits pre/post trends and seasonality at required precision
When it is unsuitable
- Short series or changing definitions leave weak counterfactual-trend grounds
- Concurrent external shocks, other policies or crises cannot be separated
- Only aggregates available but individual changes/distributions needed
Participants, roles, and deliverables
Participants and roles
1–2 evaluators/statisticians using R or similar software, securing data with administrative statistics staff
Main deliverables
- Time-series plot: observations, fitted and counterfactual lines
- Segmented coefficients with level/slope changes and intervals
- Autocorrelation diagnostics: ACF and DW
- Comparison findings for controlled ITS
Implementation steps
- Check outcome and seriesDefine outcomes such as monthly emergency transports/crimes and monthly, quarterly or annual units. Collect around intervention and check missing/outlying values.
- Identify intervention and code timeIdentify exact T and code 3 variables: time t, intervention dummy D=0 before/1 after, and time since intervention t*.
- Check autocorrelationExamine residual dependence, seasonality and overdispersion; select models/uncertainty suited to outcome distribution and series.
- Fit segmented regressionEstimate pre-level/intercept, pre-slope, post-level change and post-slope change; interpret each coefficient substantively.
- Visualize findingsShow observations, fitted post-line, extrapolated counterfactual and uncertainty. Differences are model estimates; a bend alone does not prove causality.
- Comparison-series checks and sensitivityWhere available, examine selection rationale/common shocks for controlled designs. Vary seasonality, implementation ramp-up/delay and analysis periods.
Strengths and limitations
Strengths
- Analyzes level and trend changes with clearly timed interventions
- Separates immediate levels from slope changes to examine hypothesized effects
- Suits whole-population policies or aggregate-only contexts such as health and urban policy
- Valid comparison series help assess common external explanations
Limitations
- Counterfactual continuation is more uncertain with short pre-series
- Concurrent shocks prevent effect separation and threaten internal validity
- Aggregates cannot directly establish individual causal effects; subgroup analysis needs suitable data/design
- Unaddressed autocorrelation underestimates errors and can produce false significance
Common pitfalls
- Do not use timepoint count alone as pass/fail. Length depends on variability, seasonality, dependence, effect shape and precision.
- Ignoring dependence or distributions misestimates uncertainty. Use diagnostics and suitable models.
- Distinguish seasonality from intervention changes; explain intervals, cycles, periods and adjustment.
- Check concurrent policy changes, such as same-day regulations, to avoid attribution errors.
Conditions of use and evidence
- Predefine effect shapes and examine autocorrelation, seasonality and time-varying confounding. [1]
Track waiting after a booking system starts
A fictional model: pre-waiting is 100−t minutes; introduction at t=12 gives immediate −8 minutes and additional slope −0.5 minutes/month.
Scroll horizontally to view the table
| Month t | Estimate without intervention | Estimate with intervention | Difference |
|---|---|---|---|
| 12 | 88 minutes | 80 minutes | −8 minutes |
| 14 | 86 minutes | 77 minutes | −9 minutes |
Common errors in judgment
Compare only immediately adjacent months
How to revise
Examine trends/seasonality over sufficient before/after series
ReasonTemporary fluctuations are easily mistaken for effects.
Assume more timepoints resolve concurrent policies
How to revise
Record concurrent changes and consider comparison series/evidence
ReasonSimultaneous factors cannot be separated by count alone.
References and checked sections
- Interrupted time series regression for the evaluation of public health interventions: a tutorialJames Lopez Bernal, Steven Cummins, and Antonio Gasparrini · 2017
- Section consulted
- The interrupted time series design / Step 4: regression analysis
- How it relates to the text
- Predefine effect shapes and examine autocorrelation, seasonality and time-varying confounding.
Editorial and checking information
How to cite this page
Change history
- — Checked sources for definitions and conditions and added fictional examples, judgment rationales and completed entries for every field. Revised unsupported historical or uptake claims. Reviewed procedures and cautions, adjusting fixed counts, thresholds and institutional generalizations. Preserved field positions, types and counts while revising fixed conditions and thresholds.


