Multilevel modelling and time series analysis in ... - ERSO - Swov

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Chapter 2being, to allow the numbering to continue in the same way as in themethodology report. In Figures 1.1 and 1.2, the structure of Chapters 2 and 3 ispresented. Sections that are represented by a colourless box are present in themethodology report, but there is no corresponding example in this manual.Figure 1.1: Structure of multilevel models presented in Chapter 2. Note: Sectionsrepresented in white are present in the methodology report but have no correspondingexample in this manual.Chapter 2 starts with a short description of the principles of multilevel modellingand a software overview in 2.1. Section 2.2 is dedicated to modelling ofcontinuous responses and section 2.3 to the modelling of discrete responses.Section 2.4 presents an example for a multivariate model and section 2.5 for amodel for longitudinal data.
IntroductionFigure 1.2: Structure of multilevel models presented in Chapter 3. Note: Sectionsrepresented in white are present in the methodology report but have no correspondingexample in this manual.Chapter 3 starts with a short introduction to time series analysis and a softwareoverview (3.1). Section 3.2 describes traditional regression analyses models.Traditional regression analyses models were chosen because they are probablythe best known type of model, and are often used in the time series context.Special attention is paid to diagnostic tools that serve to detect possibleviolations of the assumption when dealing with time series data and thepossibilities to solve these problems within the traditional framework. In sections3.4 to 3.6 of the methodology report models dedicated to time series analysesare presented. In the end, these models can be categorised into two classes,one group, including DRAG type modes, that can be seen as variants of socalledARMA-type models and another group of decomposition models that canbe regarded as members of state space models. In this manual there are twoextensive sections on ARMA-type models (3.5) and on state space models (3.6)respectively. Both contain many empirical examples and detailed instructionsfor their implementation.Chapter 4 presents an overview of the methods presented and the examplesused.P r o j e c t c o - f i n a n c e d b y t h e E u r o p e a n C o m m i s s i o n , D i r e c t o r a t e - G e n e r a l T r a n s p o r t a n d E n e r g yP a g e 7
Page 1 and 2: Deliverable D7.5Multilevel modellin
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Page 5: Chapter 1 - IntroductionHeike Marte
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Page 28 and 29: Chapter 2intercept between location
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Chapter 2These results are intuitiv
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Chapter 2▪ In the plot what? tab,
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Chapter 2We will now add a random s
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Chapter 2All fixed and random effec
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Chapter 2We can see that the level-
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Chapter 2In this case, all fixed ef
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Chapter 2Another issue that needs t
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Chapter 2In the bottom line of the
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2.4 Longitudinal dataHeike Martense
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Chapter 2Than open the “Names”
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Chapter 2• Click “Calc” to ca
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Chapter 2Results and Interpretation
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Chapter 2Results and Interpretation
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Chapter 2Now a variable that contai
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Chapter 2 Click “Done”• Estim
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Chapter 2As described in the multiv
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Chapter 2▪ Click on resp1 or resp
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Chapter 2Before we proceed in fitti
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Chapter 2▪ Click on the Estimates
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Chapter 2We will now proceed in bui
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Chapter 2A significant regional var
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Chapter 2▪ Click More to run the
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Chapter 2The fixed effect of enforc
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Chapter 3 - Time series analysis3.1
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Chapter 3manual's objective: "even
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Chapter 3The option “Variable Vie
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Chapter 3The figure displayed below
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Chapter 3
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Chapter 3Then mark and click the va
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Chapter 3The residual analysis in t
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Chapter 3A new window “Linear Reg
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Chapter 3The result stated above sh
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Chapter 3The same result is obtaine
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Chapter 3In this new opened window
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Chapter 3To compute the last variab
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Chapter 3
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Chapter 3time series on “Squared
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Chapter 33.2.2 Generalized linear m
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Chapter 3SPSS (Version 14.0) was us
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Chapter 33.4.2 ARIMA models for sta
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Chapter 3• Click on Graphs..Seque
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Chapter 3The ACF plot indicates the
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Chapter 3The ACF plot of the filter
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Chapter 3• Click on Statistics th
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Chapter 3Model Description ARIMA(0,
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Chapter 3In addition to the precedi
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Chapter 3Note that it is very diffi
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Chapter 3In the case the Residuals
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Chapter 3The normal Q-Q plot compar
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Chapter 33.4.4 ARIMA models for sea
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Chapter 33.4.4.2. Model identificat
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Chapter 3The ACF plot indicates obv
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Chapter 33.4.4.3. Model estimation
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Chapter 3• Click on Plots tab and
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Chapter 3Model Description ARIMA (2
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Chapter 33.4.4.4. Graphical results
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Chapter 3Kolmogorov-Smirnov TestIn
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Chapter 3Here are the SPSS results
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Chapter 3of the residuals, up to or
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Chapter 3HistogramQQ-plot
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Chapter 3As the intervention variab
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Chapter 3The addition of the two ex
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Chapter 3Histogram
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Chapter 3Kolmogorov-Smirnov TestIn
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Chapter 33.5 DRAG modelsThe DRAG mo
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Chapter 3a summary of results and s
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Chapter 3This data file consists of
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Chapter 3 Then click on the Finish
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Chapter 3Independence Q(6,6) 28.8 1
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Chapter 3Step 4: Graphics of model
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Chapter 3 Shortly examine the figur
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Chapter 3The STAMP graphics window
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Chapter 334, we better use the Door
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Chapter 3The auxiliary residuals ar
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Chapter 33.6.2.2 Stochastic level m
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Chapter 3convergence criteria used
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Chapter 36.25Log_NO_fatTrend_Log_NO
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Chapter 3 Go to the STAMP window ag
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Chapter 3 Click OK.
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Chapter 3The list of forecast resul
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Chapter 33.6.3 Local linear trend m
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Chapter 3Irr 0.021360 ( 1.0000) Che
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Chapter 3 In the Residual graphics
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Chapter 33.6.3.2. Stochastic linear
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Chapter 3Estimation sample is 1970.
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Chapter 37.0 Log_FI_fat Trend_Log_F
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Chapter 3The goodness-of-fit is cle
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Chapter 3The STAMP graphics window
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Chapter 33.6.4 Local linear trend p
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Chapter 3Prediction error variance
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Chapter 3Parameter estimation sampl
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Chapter 38.007.757.507.257.000.2Log
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Chapter 3Goodness-of-fit results fo
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Chapter 3interpretation of the test
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Chapter 3The text "Lvl 1983.2" appe
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Chapter 3Normality N 2.40 5.99 +Tab
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Chapter 32Residual Log_UKdriversKSI
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Chapter 32IrrRes Log_UKdriversKSI0.
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Chapter 33.6.6 Explanatory variable
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Chapter 3function has increased fro
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Chapter 3Figure 3.6.18: Observed lo
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Chapter 3 Use the menu or to save
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Chapter 32IrrRes Log_UKdriversKSI0.
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Chapter 3for this period. The actua
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Chapter 3the top figure and the ori
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Chapter 4 - ConclusionThe present d
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Chapter 4researchers conduct valid
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ReferencesLISREL for Windows. Scien
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