Dynamic relationship among immediate release fentanyl use and cancer incidence: A multivariate time-series analysis using vector autoregressive models

Background: A substantial increase in the incidence of immediate release fentanyl (IRF) use was reported in Spain from 2012 to 2017. Purpose: This study aimed to investigate the relationship dynamically with cancer incidence in order to provide empirical evidence of inappropriate use of IRF with respect to the pathology. Research design: A vector autoregresive (VAR) model was constructed using data from a nationwide electronic healthcare record database in primary care in Spain (BIFAP) according to the following step procedure: (1) split data into training data for modelling and test for validation (2) assessing for time series stationarity; (3) selecting lag-length; (4) building the VAR model; (5) assessing residual autocorrelation; (6) checking stability of the VAR system; (7) evaluating Granger causality; (8) impulse response analysis and forecast error variance decomposition (9) prediction performance with validation data. Results: The analysis showed a strong and linear correlation between IRF and cancer (Pearson correlation coefficient: 0.594 (95% CI: 0.420–0.726). Two VAR models, VAR (2) and VAR (11) were selected and compared. All tests performed for both models satisfied assumptions for stability, predictability and accuracy. Granger causality revealed cancer incidence is a good predictor for IRF use. VAR (2) seemed to be slightly more accurate, according to the RMSE of the test data. Conclusions: This study demonstrates that using a robust and structured VAR modelling approach, is able to estimate dynamics associations, involving IRF use and cancer incidence.