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

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.