Detecting Lag-One Autocorrelation in Interrupted Time Series Experiments with Small Datasets

Clare Riviello, S. Natasha Beretvas
2009 Journal of Modern Applied Statistical Methods  
The power and type I error rates of eight indices for lag-one autocorrelation detection were assessed for interrupted time series experiments (ITSEs) with small numbers of data points. Performance of Huitema and McKean's (2000) z HM statistic was modified and compared with the z HM , five information criteria and the Durbin-Watson statistic.
doi:10.22237/jmasm/1257034200 fatcat:tqu4q42afbftxjejyq4mf6tlu4