Robust Interrupted Time Series Toolbox

1. Load the dataset

KRITS can process CSV tables. The file should have three columns: the institute name, the registering date, and the registered value.

2. Choose the date range

The toolbox will plot the time series in the dataset. Sometimes, we will need just a specific interval to analyze. Use the bars to choose the processing start and end dates.

3. Choose the potential change-point intervals

The statistical model requires an interval of theoretical (or potential) change-points. You can select the range using the bars. Remember that longer intervals will need more time to process.

Once you are sure about the intervals, press ”Model the dataset” to start the processing.

4. Data summary

In this table, you will see a brief summary of the processing results: the difference on the slope, levels and noise that appears in your data.

5. Relevant results

Extending the data summary, in this table you will see the difference between the estimated and your theoretical change-point proposal. Details about the slope, intercept and noise estimates are also presented along with the confidence intervals.

6. Explore the dataset: fitting and log-likelihood

Click on Menu View>Estimated mode to see the time series differences between the fitted time series with the change points. If you are wonder about the log-likelihood of the model, scroll down to see the plot.

Each graphic appears in an independent plot that can be zoomed and saved independently.

7. Explore the dataset: residuals and auto-correlation

Click on Menu View>Residuals to see the residuals of the fitted model (after and before the change-point) and their autocorrelation function according to the details expressed in the paper.

8. Read and save the report

Click on Menu Reports>Complete report. The toolbox collects all results data of the model through tables and plots in this large sheet. Click on DOCX report to save it in a MS Word 2017 format.

Note that due to the number of images, it could take a few seconds to load during the first time.

9. Get access to the documentation

The theoretical description of the model is also included in the toolbox. Click on Menu Help>Model description to read the paper and check its theoretical details.