Is skin purging real?

Sadie
So I started a new skin care regimen a little over a week ago an my skin has been breaking out more than usual. I've been told by a couple people that sometimes your skin gets worse before it gets better...especially after starting new skincare. I can't tell if I'm allergic to the products or if it's just the so-called purging process. I'm still going to continue to use it every day because I spent freaking 66 dollars on it. (Clinique 3-step for combination/oily skin #3 by the way) 
Can anyone shed some light on this?