Changing dynamics: Time-varying autoregressive models using generalized additive modeling.
نویسندگان
چکیده
منابع مشابه
Changing dynamics: Time-varying autoregressive models using generalized additive modeling.
In psychology, the use of intensive longitudinal data has steeply increased during the past decade. As a result, studying temporal dependencies in such data with autoregressive modeling is becoming common practice. However, standard autoregressive models are often suboptimal as they assume that parameters are time-invariant. This is problematic if changing dynamics (e.g., changes in the tempora...
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This series contains research reports, written by or in cooperation with staff members of the Statistical Research Division, whose content may be of interest to the general statistical research community. The views reflected in these reports are not necessarily those of the Census Bureau nor do they necessarily represent Census Bureau statistical policy or practice .
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ژورنال
عنوان ژورنال: Psychological Methods
سال: 2017
ISSN: 1939-1463,1082-989X
DOI: 10.1037/met0000085