Autocorrelation Effects on Least-Squares Intervention Analysis of Short Time Series.

Huitema, Bradley E.; McKean, Joseph W.; McKnight, Scott

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Peer reviewed

ERIC Number: EJ594299

Record Type: Journal

Publication Date: 1999

Pages: N/A

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ISSN: ISSN-0013-1644

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Autocorrelation Effects on Least-Squares Intervention Analysis of Short Time Series.

Huitema, Bradley E.; McKean, Joseph W.; McKnight, Scott

Educational and Psychological Measurement, v59 n5 p767-86 Oct 1999

Clarifies several issues regarding the effects of autocorrelated errors on Type I error in ordinary least-squares models. Demonstrates through Monte Carlo simulation the conditions under which distortion in Type I error is less than predicted by asymptotic theory. Suggests a recently developed small-sample method for time-series analyses. (SLD)

Descriptors: Least Squares Statistics, Monte Carlo Methods, Sample Size, Sampling, Simulation

Publication Type: Journal Articles; Reports - Descriptive

Education Level: N/A

Audience: N/A

Language: English

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