Consciousness-Based Education - Maharishi University of ...

consciousness-based education and Governmenttistical principles of repeated sampling, sufficiency, and an asymptoticversion of the likelihood principle.The AIC is defined as AIC = n loge (s 2 ) + 2k, where n is the number ofsample observations used in model estimation, log eis the natural logarithm,s 2 is the maximum likelihood estimate of the residual variancefor the model, 5 and k is the number of model parameters. In choosingbetween alternative noise models, the model with lower AIC was selected,provided that it satisfied standard diagnostic checks for adequacy. 6Because the AIC is proportional to the sample size used in estimation,all alternative models were estimated using the same number ofeffective observations to allow precise comparison across model structures.The 93 observations used for estimation spanned the monthsApril 1979 (when the first permanent TM-Sidhi group was establishedin the US) through December 1986, the same sample used by Gelderloos,Cavanaugh, and Davies (1990a, 1990b). 7All TF estimates were calculated using the method of maximumlikelihood. Because positive effects of the TM-Sidhi group on Sovietactions were predicted on theoretical grounds, one-tailed tests wereused for the estimated intervention parameters.ResultsThe time series plot of the dependent variable USSR tis shown in Figure1. For the index of Soviet behavior, Figure 1 suggests the possibility ofan upward level shift beginning around the fall of 1984. The index ofUS actions toward the Soviet Union, US t, is shown in Figure 2, and themonthly average daily size of the TM-Sidhi group in the US, includingthe global World Peace Assemblies, is shown in Figure 3. In the latterplot, the four positive spikes in the 1983–1985 period correspond to theglobal World Peace Assemblies. 8In the case of both USSR tand US t, several large fluctuations areapparent, but the time series plots do not indicate that differencing orvariance-stabilizing transformation would be necessary or useful. Forboth series, the sample ACF and PACF also did not indicate that differencingwas necessary to induce stationarity. In both cases, the autocorrelationsdecay rapidly and cut off at low lags. Neither ACF displaysthe very slow decay that is characteristic of time series that are nonstationaryin the mean.466