Abstract: Autoregressive and vector autoregressive models are a driving force in current psychological research. In affect research they are, for instance, frequently used to formalize affective processes and estimate affective dynamics. Discrete-time model variants are most commonly used, but continuous-time formulations are gaining popularity, because they can handle data from longitudinal studies in which the sampling rate varies within the study period, and yield results that can be compared across data sets from studies with different sampling rates...
(read more)
Topics: 
Statistics
Econometrics