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Long-Memory and Spurious Breaks in Ecological Experiments
Department of Mathematics, Texas A & M University-Commerce, Commerce, USA
- 1 Department of Mathematics, Texas A & M University-Commerce, Commerce, USA
Open Journal of Statistics·Volume 07 (2017)·Pages 768–779·Published 26 September 2017·DOI10.4236/ojs.2017.75054
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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.
KeywordsBACILong-MemoryRIAShort-MemoryVariance Corrections
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