Collinearity Issues in Autoregressive Models with Time-Varying Serially Dependent Covariates.

First-order autoregressive models are popular to assess the temporal dynamics of a univariate process. Researchers often extend these models to include time-varying covariates, such as contextual factors, to investigate how they moderate processes' dynamics. We demonstrate that doing so has implications for how well one can estimate the autoregressive and covariate effects, as serial dependence in the variables can imply predictor collinearity.

Optimal sampling rates for reliable continuous-time first-order autoregressive and vector autoregressive modeling.

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.

Time series analysis of intensive longitudinal data in psychosomatic research: A methodological overview.

Time series analysis of intensive longitudinal data provides the psychological literature with a powerful tool for assessing how psychological processes evolve through time. Recent applications in the field of psychosomatic research have provided insights into the dynamical nature of the relationship between somatic symptoms, physiological measures, and emotional states. These promising results highlight the intrinsic value of employing time series analysis, although application comes with some important challenges.

Capturing Context-Related Change in Emotional Dynamics via Fixed Moderated Time Series Analysis.

Much of recent affect research relies on intensive longitudinal studies to assess daily emotional experiences. The resulting data are analyzed with dynamic models to capture regulatory processes involved in emotional functioning. Daily contexts, however, are commonly ignored.