Long-Memory and Spurious Breaks in Ecological Experiments - Open Journal of Statistics

OJS > Vol.7 No.5, October 2017

Long-Memory and Spurious Breaks in Ecological Experiments ()

HTML XML

Download as PDF (Size: 406KB) PP. 768-779

DOI: 10.4236/ojs.2017.75054 821 Downloads 1,570 Views

Author(s)

Thomas R. Boucher

Affiliation(s)

Department of Mathematics, Texas A & M University-Commerce, Commerce, USA.

ABSTRACT

The impact of long-memory on the Before-After-Control-Impact (BACI) design and a commonly used nonparametric alternative, Randomized Intervention Analysis (RIA), is examined. It is shown the corrections used based on short-memory processes are not adequate. Long-memory series are also known to exhibit spurious structural breaks that can be mistakenly attributed to an intervention. Two examples from the literature are used as illustrations.

KEYWORDS

BACI, Long-Memory, RIA, Short-Memory, Variance Corrections

Share and Cite:

Boucher, T. (2017) Long-Memory and Spurious Breaks in Ecological Experiments. Open Journal of Statistics, 7, 768-779. doi: 10.4236/ojs.2017.75054.

Journals Menu