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Noise Modeling

Richard McCleary, David McDowall, and Bradley J. Bartos

in Design and Analysis of Time Series Experiments

Published in print:
2017
Published Online:
May 2017
ISBN:
9780190661557
eISBN:
9780190661595
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190661557.003.0003
Subject:
Sociology, Methodology and Statistics

Chapter 3 introduces the Box-Jenkins AutoRegressive Integrated Moving Average (ARIMA) noise modeling strategy. The strategy begins with a test of the Normality assumption using a Kolomogov-Smirnov ... More


The Noise Component:N(at)

David McDowall, Richard McCleary, and Bradley J. Bartos

in Interrupted Time Series Analysis

Published in print:
2019
Published Online:
February 2021
ISBN:
9780190943943
eISBN:
9780190943981
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190943943.003.0003
Subject:
Sociology, Social Research and Statistics

Chapter 3 develops the methods or strategies for building ARIMA noise models. At one level, the iterative identify-estimate-diagnose modeling strategy proposed by Box and Jenkins has changed little. ... More


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