A Multivariate Time-Series Analysis of the Agenda-Setting Effects Among News Media, Twitter Elites, and Twitter Public in the Context of the U.S. Immigration Issue

Joseph J. Yoo

Abstract


The U.S. immigration policy is one of the most long-standing, controversial sociopolitical issues, attracting significant attention from traditional news media and generating dynamic, intense interactions on social media. This study conducted a multivariate time-series analysis to measure the longitudinal agenda-setting effects between news media, Twitter elites, and the Twitter public in the context of the U.S. immigration issue. The four-month study period was divided into two time frames—one month before and three months after the 2016 U.S. presidential election—to observe any changes in the trends of these agenda-setting effects. Although there is only one significant agenda-setting effect before the election, 6 of 9 possible agenda-setting effects occur after the election. This study discusses both the direct and indirect effects of one time-series variable on another through the third variable, illustrated with impulse response function plots.


Keywords


opinion leadership, multivariate time-series analysis, impulse response function, immigration, Twitter

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