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Table 2 Statistical methods and adjustments for autocorrelation

From: Evaluation of statistical methods used in the analysis of interrupted time series studies: a simulation study

Method

Autocorrelation adjustment

Ordinary Least Squares

None

 

Newey-West SE adjustment (lag-1)

Generalised least squares

Prais-Winsten

Restricted maximum likelihood

Lag-1 autocorrelation

 

Lag-1 autocorrelation with small sample Satterthwaite approximation

Autoregressive integrated moving average

Lag-1 autocorrelation (i.e. ARIMA(1,0,0))