McDowall, David

Interrupted Time Series Analysis

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ISBN 13:
9780190943950
author:
McDowall, David
format:
Paperback / softback
publisher:
Oxford University Press Inc
language:
English
Publication Year:
2019
Pages:
208
Dimensions:
23.5 x 15.6 centimetres
Genre:
Science, Mathematics, Statistics,
Condition:
New
Availability:
Item usually sent within 10 working days
£33.88

Description

Interrupted Time Series Analysis provides a comprehensive set of models and methods for drawing causal inferences from time series data. This book offers example analyses of various types, including social, behavioral, and biomedical time series, to illustrate a general strategy for building AutoRegressive Integrated Moving Average (ARIMA) impact models.

The text supplements the classic Box-Jenkins-Tiao model-building strategy with recent auxiliary tests for transformation, differencing, and model selection. It also explores new developments, such as the prospects for widespread adoption of Bayesian hypothesis testing and synthetic control group designs, making optimal use of graphical illustrations in its examples.

With forty completed example analyses that demonstrate the implications of model properties, this book is an essential resource for researchers familiar with time series data or cross-sectional regression analysis but limited background in the structure of time series processes and experiments.

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