Autocorrelation function of a sinusoid wave illustrating the dampening effect.

Dampening effect in the time series analysis

Autocorrelation function of a sinusoid wave with the dampening effect filtered out.

The analysis of time series within the interactive computer environment is part of the recent theoretical and methodological developments within data analysis pertaining to social science research which brings the ideal of causal modeling within the grasp of social scientists. During the time series analysis by alternating autocorrelation analysis with differencing of the successive intervals, the resulting trend is subject to the dampening effect which becomes progressively more pronounced toward the end of the series, as shown in Fig. 1. By using an algorithm for the autocorrelation part of the analysis by Krus and Ko (1983), this dampening effect is filtered out (cf., Fig.2. This is especially advantageous when one contemplates the analysis of complicated or lengthy secular trends.

References
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Notes
Dampening (damping) pertains to gradual reduction the amplitudes of oscillations, which can be observed, e.g., when plucking string of a musical instrument.