Testing unit root non-stationarity in the presence of missing data in univariate time series of mobile health studies
Charlotte Fowler,
Xiaoxuan Cai,
Justin T Baker
et al.
Abstract:The use of digital devices to collect data in mobile health studies introduces a novel application of time series methods, with the constraint of potential data missing at random or missing not at random (MNAR). In time-series analysis, testing for stationarity is an important preliminary step to inform appropriate subsequent analyses. The Dickey–Fuller test evaluates the null hypothesis of unit root non-stationarity, under no missing data. Beyond recommendations under data missing completely at random for com… Show more
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