Design and Analysis of Time-series Experiments

abrupt analysis applied ARIMA assumed auto autocovariance autoregressive process baseline Box and Jenkins Campbell change in level Chapter chlorpromazine coefficient component confidence intervals Connecticut correlation correlogram covariate crackdown crime cross covariance cross-correlation data in Figure design matrix deterministic drift differencing divorce Equation error variance estimated errors example experimental unit exponential decay first-order moving averages frequency function Gottman graph hypotheses identified illustrate integrated moving averages interaction intervention effect least-squares analysis least-squares estimates linear model matrix moving averages model moving averages process multiple-group-multiple-I multiple-group-single-I multiple-intervention interference n₁ n₁+1 nonstationary observations parameters partial autocorrelations percent periodogram random shocks regression residual sample source of invalidity spectral standard error stationary statistical Tiao Time-series analysis time-series design time-series experiment time-series experimental design tion traffic fatalities transformed treatment value of 01 vention Y₁ Yes Yes Yes ոլ