McDowall D., McCleary R., Bartos B.J. Interrupted Time Series Analysis

Oxford University Press., 2019. — 201 p.Interrupted Time Series Analysis develops a comprehensive set of models and methods for drawing causal inferences from time series. It provides example analyses of social, behavioral, and biomedical time series to illustrate a general strategy for building AutoRegressive Integrated Moving Average (ARIMA) impact models. Additionally, the book supplements the classic Box-Jenkins-Tiao model-building strategy with recent auxiliary tests for transformation, differencing, and model selection. Not only does the text discuss new developments, including the prospects for widespread adoption of Bayesian hypothesis testing and synthetic control group designs, but it makes optimal use of graphical illustrations in its examples. With forty completed example analyses that demonstrate the implications of model properties, Interrupted Time Series Analysis will be a key inter-disciplinary text in classrooms, workshops, and short-courses for researchers familiar with time series data or cross-sectional regression analysis but limited background in the structure of time series processes and experiments.Praise Page
Interrupted Time Series Analysis
Copyright page
List of Figures
List of TablesIntroduction to ITSA
An Outline
A Short Note On Software
Arima Algebra
White Noise Processes
Ar1 Andma1 Processes
Ar And Ma “Memory”
Higher-Order Andmixed Processes
Invertibility And Stationarity
Integrated Processes
Stationarity Revisited
Seasonal ModelsThe Noise Component: N(At)
White Noise
The Normality Assumption: A Digression
Ar1 Andma1 Time Series
Canadian Inflation
U.K. Gdp Growth
Pediatric Trauma Admissions
Higher-Order Arma Processes
Beveridge’Swheat Price Time Series
Zurich Sunspot Numbers
Integrated Models
Kroeber'S Skirt-Width Time Series
Annual U.S. Tuberculosis Cases
Seasonalmodels
Anchoragemonthly Precipitation
Monthly Atmospheric
Australian Traffic FatalitiesThe Intervention Component: X(It)
Abrupt, Permanent Impacts
Rest Breaks And Productivity
Prophylactic Vancomycin And Surgical Infection
New Hampshiremedicaid Prescriptions
Methadonemaintenance Treatments
Gradually Accruing Impacts
Australian Traffic Fatalities
British Traffic Fatalities
“Talking Out” Incidents
Decaying Impacts
Self-Injurious Behavior
Complex Impacts
Decriminalization Of Public DrunkennessAuxiliarymodeling Procedures
Information Criteria
Unit Root Tests
Co-Integrated Time SeriesInto The Future
Bayesian Hypothesis Testing
Synthetic Control Designs