The Use of Computer-Assisted Identification of ARIMA Time-Series [microform] / Roger L. Brown.

This study was conducted to determine the effects of using various levels of tutorial statistical software for the tentative identification of nonseasonal ARIMA models, a statistical technique proposed by Box and Jenkins for the interpretation of time-series data. The Box-Jenkins approach is an iter...

Full description

Saved in:
Bibliographic Details
Online Access: Request ERIC Document
Main Author: Brown, Roger L.
Format: Microfilm Book
Language:English
Published: [S.l.] : Distributed by ERIC Clearinghouse, 1982.
Subjects:

MARC

LEADER 00000nam a22000002u 4500
001 b6307573
003 CoU
007 he u||024||||
008 820801s1982 xx |||| bt ||| | eng d
005 20240722210230.3
035 |a (ERIC)ed226705 
040 |a ericd  |c ericd  |d MvI 
099 |f ERIC DOC #  |a ED226705 
100 1 |a Brown, Roger L. 
245 1 4 |a The Use of Computer-Assisted Identification of ARIMA Time-Series  |h [microform] /  |c Roger L. Brown. 
260 |a [S.l.] :  |b Distributed by ERIC Clearinghouse,  |c 1982. 
300 |a 24 p. 
336 |a text  |2 rdacontent. 
337 |a microform  |2 rdamedia. 
338 |a microfiche  |2 rdacarrier. 
500 |a ERIC Note: Paper presented at the Annual Meeting of the American Psychological Association (Washington, DC, August 1982).  |5 ericd. 
500 |a ERIC Document Number: ED226705. 
520 |a This study was conducted to determine the effects of using various levels of tutorial statistical software for the tentative identification of nonseasonal ARIMA models, a statistical technique proposed by Box and Jenkins for the interpretation of time-series data. The Box-Jenkins approach is an iterative process encompassing several stages of development, with the initial step requiring a tentative identification which relies on two statistics, the autocorrelation function (AUCF) and the partial autocorrelation function (PACF). Both functions are calculated by the statistical software on the time-series data and supplied to the user as a correlogram. A total of 56 time-series data files were evaluated by 30 novice undergraduate students in a repeated measures procedure. Students were randomly assigned to statistical software packages which produced either AUCF and PACF correlograms (a non-tutorial package), the correlograms and access to theoretical ARIMA model correlogram examples, or correlograms and access to a decision-support tutorial. Results indicated that the use of tutorial software significantly improved the identification of ARIMA models over non-tutorial software, and the type of tutorial significantly interacted with the degree of complexity of the time-series data. The report includes 4 references, and 10 tables and figures presenting study data. (LMM) 
533 |a Microfiche.  |b [Washington D.C.]:  |c ERIC Clearinghouse  |e microfiches : positive. 
583 1 |a committed to retain  |c 20240101  |d 2049101  |5 CoU  |f Alliance Shared Trust  |u https://www.coalliance.org/shared-print-archiving-policies  
650 1 7 |a Computer Assisted Instruction.  |2 ericd. 
650 0 7 |a Computer Programs.  |2 ericd. 
650 1 7 |a Data Analysis.  |2 ericd. 
650 0 7 |a Higher Education.  |2 ericd. 
650 1 7 |a Instructional Materials.  |2 ericd. 
650 0 7 |a Mathematics Instruction.  |2 ericd. 
650 0 7 |a Models.  |2 ericd. 
650 1 7 |a Research Methodology.  |2 ericd. 
650 0 7 |a Social Psychology.  |2 ericd. 
650 1 7 |a Statistical Analysis.  |2 ericd. 
650 0 7 |a Teaching Methods.  |2 ericd. 
856 4 2 |z Request ERIC Document  |u https://colorado.idm.oclc.org/login?url=https://colorado.illiad.oclc.org/illiad/COD/illiad.dll?Action=10&Form=23 
907 |a .b63075738  |b 01-18-22  |c 10-13-10 
998 |a pas  |b 10-14-10  |c f  |d m   |e -  |f eng  |g xx   |h 4  |i 1 
956 |a ERIC 
999 f f |i 2d0c43f1-d394-5c9e-9b7f-1f82c4e56a40  |s a5e87676-1418-54b7-82ba-89a730c10001 
952 f f |p Can circulate  |a University of Colorado Boulder  |b Boulder Campus  |c Offsite  |d PASCAL Offsite  |e ED226705  |h Other scheme  |i microfiche  |n 1