TITLE:
Long-Memory and Spurious Breaks in Ecological Experiments
AUTHORS:
Thomas R. Boucher
KEYWORDS:
BACI, Long-Memory, RIA, Short-Memory, Variance Corrections
JOURNAL NAME:
Open Journal of Statistics,
Vol.7 No.5,
October
11,
2017
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.