The primary purpose of the present study was to investigate the appropriateness of several tests of significance for use with interrupted time series data. The second purpose was to determine what effect the violation of the assumption of uncorrelated error would have on the three tests of significance. The three tests were the Mood test, Walker-Lev Test 3, and Double Extrapolation Technique. The procedure was basically that of generating a large number of time series having specified characteristics and performing the tests of significance on each generated time series. The results of the study indicated that the three tests of significance are appropriate for use on data of interrupted time series form. Tables and figures illustrate the text. (Author/DB)