Taylor D
Department of Family Health Care Nursing, University of California, San Francisco.
West J Nurs Res. 1990 Apr;12(2):254-61. doi: 10.1177/019394599001200210.
Although graphic representation of time-series data is one method to describe patterns of phenomena, autocorrelations, correlograms, and plots of the autocorrelation function provide descriptive and statistical methods that reveal the structure of a deterministic cycle component within the time-series. The autocorrelation function provides a method for the investigator to test hypotheses about the nature and pattern of relationships between measured and latent variables. Patterns of phenomena can be analyzed statistically using objectively provided criteria. The autocorrelation function can also be used to understand the change in response or behavioral patterns following an experimental intervention. Traditional group comparison designs, using cross-sectional data collection strategies cannot identify differences within the individual nor can they identify patterns of behavior or structural patterns within the data. Autocorrelation and cross-correlation become threats to statistical validity when conventional methods are used; however, in time-series analysis, autocorrelation allows close scrutiny of the pattern of response within an individual across a time-dimension.
虽然时间序列数据的图形表示是描述现象模式的一种方法,但自相关、相关图以及自相关函数图提供了描述性和统计性方法,可揭示时间序列中确定性周期成分的结构。自相关函数为研究者提供了一种方法,用于检验关于测量变量和潜在变量之间关系的性质和模式的假设。现象模式可以使用客观提供的标准进行统计分析。自相关函数还可用于理解实验干预后反应或行为模式的变化。使用横断面数据收集策略的传统组间比较设计,既无法识别个体内部的差异,也无法识别数据中的行为模式或结构模式。当使用传统方法时,自相关和互相关会对统计有效性构成威胁;然而,在时间序列分析中,自相关允许在时间维度上对个体内部的反应模式进行仔细审查。