Times Series Analysis Without Model Identification

Multivariate Behavioral Research
W F Velicer, R P McDonald

Abstract

Time series analysis is a method for analyzing repeated observations on a single unit. Previously developed approaches involve a two stage process: (1) identifying which of various ARIMA (p,d,q) models best describe the underlying process; and (2) on the basis of the identified model, transforming the observed data to meet the assumptions (i.e., independence of data) of the general linear model, and estimating and testing the intervention effects. The present paper explores employing a general transformation to avoid the model identification step. This approach permits the employment of time series analysis in a wider variety of situations as a result of relaxing the requirement of a large number of points for model identification. The generalized transformation approach permits alternative computational procedures, based on a generalized least squares algorithm, that has greater flexibility and efficiency.

Citations

Jan 1, 1985·Multivariate Behavioral Research·J W Harrop, W F Velicer
Apr 17, 2008·Behavior Research Methods·Tetiana StadnytskaJoachim Werner
Aug 30, 2008·Annals of Behavioral Medicine : a Publication of the Society of Behavioral Medicine·Mark S AloiaRichard P Millman
Sep 1, 1996·Addictive Behaviors·W F VelicerJ O Prochaska
Jan 1, 1992·Addictive Behaviors·W F VelicerW Swift
May 15, 2004·Perceptual and Motor Skills·Jaume Arnau, Roser Bono
Mar 13, 2014·Journal of School Psychology·Hariharan SwaminathanRobert H Horner
Jan 15, 2008·Addictive Behaviors·Bettina B HoeppnerDorothy K Hatsukami
Nov 27, 2015·Multivariate Behavioral Research·Magadalena Harrington, Wayne F Velicer
Jan 1, 1991·Multivariate Behavioral Research·J O ProchaskaC C DiClemente
Apr 1, 1991·Multivariate Behavioral Research·W F Velicer, R P McDonald
Apr 1, 1990·Multivariate Behavioral Research·J W Harrop, W F Velicer
Apr 1, 1990·Multivariate Behavioral Research·J W Harrop, W F Velicer
Feb 23, 2020·Multivariate Behavioral Research·Lisa L HarlowStephen G West
Nov 30, 2018·Behavior Research Methods·Rumen ManolovVicenta Sierra

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