The long memory model of political support: some further results

This article extends the results of Byers et al. (1997 Byers, JD, Davidson, JEHD and Peel, DA. 1997. Modelling political popularity: an analysis of long range dependence in opinion poll series. Journal of the Royal Statistical Society, 160: 471–90. Series A Google Scholar]) on long memory in support for the Conservative and Labour Parties in the UK using longer samples and additional poll series. It finds continuing support for the ARFIMA(0,?d,?0) model, though with somewhat smaller values of the long memory parameter. We find that the move to telephone polling in the mid-1990s had no apparent effect on the estimated value of d for either party. Finally, we find that we cannot reject the hypotheses that the parties share a common long memory parameter which we estimate at around 0.65.