The power and type I error rates of eight indices for lag-one autocorrelation detection were assessed for interrupted time series experiments (ITSEs) with small numbers of data points. Performance of Huitema and McKean’s (2000) zHM statistic was modified and compared with the zHM, five information criteria and the Durbin-Watson statistic.
Riviello, Clare and Beretvas, S. Natasha
"Detecting Lag-One Autocorrelation in Interrupted Time Series Experiments with Small Datasets,"
Journal of Modern Applied Statistical Methods:
2, Article 11.
Available at: http://digitalcommons.wayne.edu/jmasm/vol8/iss2/11