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ERIC Number: ED226705
Record Type: Non-Journal
Publication Date: 1982-Aug
Pages: 24
Abstractor: N/A
Reference Count: N/A
The Use of Computer-Assisted Identification of ARIMA Time-Series.
Brown, Roger L.
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)
Publication Type: Reports - Research; Speeches/Meeting Papers
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A