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Interrupted Time Series Analysis : Quantitative Applications in the Social Sciences - David McDowall

Interrupted Time Series Analysis

Quantitative Applications in the Social Sciences

Paperback

Published: 1st December 1980
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Describes ARIMA or Box Tiao models, widely used in the analysis of interupted time series quasi-experiments, assuming no statistical background beyond simple correlation. The principles and concepts of ARIMA time series analyses are developed and applied where a discrete intervention has impacted a social system.

'...this is the kind of exposition I wished I had had some ten years ago when venturing into the world of autoregressive, moving-average (ARIMA) models of time-series analysis...This monograph nicely lays out a method for assessing the impact of a discrete policy or event of some importance on behavior which can be continuously observed...If widely used, as I hope, it will save a generation of social scientists fro

Editor's Introductionp. 5
Introductionp. 9
The Stochastic Component, N[subscript t]p. 15
ARIMA (0,0,0) and ARIMA (0,d,0) Processesp. 18
The Autocorrelation Functionp. 24
Moving Average Modelsp. 27
Autoregressive Modelsp. 32
The Partial Autocorrelation Functionp. 40
Mixed Autoregressive-Moving Average Modelsp. 46
Model Buildingp. 47
Seasonal Modelsp. 54
The Intervention Component, I[subscript t]p. 64
An Abrupt, Permanent Impactp. 67
A Gradual, Permanent Impactp. 75
An Abrupt, Temporary Impactp. 80
Testing Rival Hypothesesp. 83
Conclusionp. 85
Appendicesp. 88
Notesp. 91
Referencesp. 94
Table of Contents provided by Syndetics. All Rights Reserved.

ISBN: 9780803914933
ISBN-10: 0803914938
Series: Quantitative Applications in the Social Sciences
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 96
Published: 1st December 1980
Country of Publication: US
Dimensions (cm): 20.27 x 15.29  x 0.58
Weight (kg): 0.12