About-Time-Series

My ramblings on everything Time-Series related.

STAN Code for Analyzing Intensive Longitudinal Data: Part IIa - Hierarchical Autoregressive Models

Welcome to the second installment of my series in which I share (and explain) all of my intensive longitudinal data (ILD) related STAN model-code. In my previous "post" I wrote about the first-order autoregressive (AR(1)) model, the workhorse of a lot of more advanced analyses methods for ILD. This was a nicer appetizer, at least I hope so, but we need to look at extensions of this model for you to get STAN model-code that you might actually need for your data. So let's take a look at .... the hierarchical first-order autoregressive models!

joran.eurosky.social|July 07, 2026

STAN Code for Analyzing Intensive Longitudinal Data: Part I - Autoregressive Models

Over the years I wrote, collected, spliced together, and "stole" (but lets call it borrowed) a lot of code for analyzing intensive longitudinal data (ILD). I was always very happy to have good example code that I could change for my own needs (the "STAN-forum" and Michael Betancourt's "case studies" are just two examples of priceless sources for this). In the spirit of paying it forward, I thought it would be a good idea to write a series of posts in which I share by ILD related STAN model code, including accompanying explanations of what each part of the code does and some simulations to explain/show its functioning. In this series I will share and discuss my STAN model-code, I will write a separate series with R-code for data-wrangling, visualization, etc.

joran.eurosky.social|July 06, 2026

What I aim to do here

On this page I will write all about the (Bayesian) analysis of time-series data.

joran.eurosky.social|July 06, 2026