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Regression-Discontinuity and ARIMA Models

William R. Nugent

in Analyzing Single System Design Data

Published in print:
2009
Published Online:
February 2010
ISBN:
9780195369625
eISBN:
9780199865208
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195369625.003.0002
Subject:
Social Work, Research and Evaluation

This chapter covers regression-discontinuity models for analyzing the data from single case designs. Auto-regressive-integrated-moving-average models are also described and illustrated. These ... More


It's About Time: Modelling Political and Social Dynamics

Harold D. Clarke, Helmut Norpoth, and Paul Whiteley

in Research Strategies in the Social Sciences: A Guide to New Approaches

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198292371
eISBN:
9780191600159
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292376.003.0007
Subject:
Political Science, Reference

Extending the basic regression model to the analysis of processes, which entail modelling time. The example demonstrates using Box‐Jenkins ARIMA intervention and transfer function models, and error ... More


Linear Dynamic Models

Ronald K. Pearson

in Discrete-time Dynamic Models

Published in print:
1999
Published Online:
November 2020
ISBN:
9780195121988
eISBN:
9780197561294
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195121988.003.0004
Subject:
Computer Science, Mathematical Theory of Computation

It was emphasized in Chapter 1 that low-order, linear time-invariant models provide the foundation for much intuition about dynamic phenomena in the real world. This chapter provides a brief review ... More


Interrupted Time Series Analysis

David McDowall, Richard McCleary, and Bradley J. Bartos

Published in print:
2019
Published Online:
February 2021
ISBN:
9780190943943
eISBN:
9780190943981
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190943943.001.0001
Subject:
Sociology, Social Research and Statistics

Interrupted Time Series Analysis develops a comprehensive set of models and methods for drawing causal inferences from time series. Example analyses of social, behavioural, and biomedical time series ... More


Time-Series Forecasting Techniques for Banking Variables

Arindam Bandyopadhyay

in Basic Statistics for Risk Management in Banks and Financial Institutions

Published in print:
2022
Published Online:
June 2022
ISBN:
9780192849014
eISBN:
9780191944260
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780192849014.003.0010
Subject:
Economics and Finance, Financial Economics

A large proportion of economic data is in the form of time series. For forecasting financial variables, risk analysts need to understand trend, cyclicality, seasonality, and randomness of the series. ... More


Design and Analysis of Time Series Experiments

Richard McCleary, David McDowall, and Bradley Bartos

Published in print:
2017
Published Online:
May 2017
ISBN:
9780190661557
eISBN:
9780190661595
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190661557.001.0001
Subject:
Sociology, Methodology and Statistics

Design and Analysis of Time Series Experiments develops a comprehensive set of models and methods for drawing causal inferences from time series. Example analyses of social, behavioral, and ... More


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