[PDF] Time Series Analysis In The Social Sciences eBook

Author : Janet M. Box-Steffensmeier
Publisher : Cambridge University Press
Page : 297 pages
File Size : 26,63 MB
Release : 2014-12-22
Category : Political Science
ISBN : 1316060500

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Time series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse and Matthew P. Hitt cover a wide range of topics including ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy.

Author : Youseop Shin
Publisher : Univ of California Press
Page : 244 pages
File Size : 49,46 MB
Release : 2017-02-07
Category : Law
ISBN : 0520293169

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"This book focuses on fundamental elements of time-series analysis that social scientists need to understand to employ time-series analysis for their research and practice. Avoiding extraordinary mathematical materials, this book explains univariate time-series analysis step-by-step, from the preliminary visual analysis through the modeling of seasonality, trends, and residuals to the prediction and the evaluation of estimated models. Then, this book explains smoothing, multiple time-series analysis, and interrupted time-series analysis. At the end of each step, this book coherently provides an analysis of the monthly violent-crime rates as an example."--Provided by publisher.

Author : Richard McCleary
Publisher : SAGE Publications, Incorporated
Page : 340 pages
File Size : 10,80 MB
Release : 1980-07
Category : Mathematics
ISBN :

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McCleary and Hay have made time series analysis techniques -- the Box-Jenkins or ARIMA methods -- accessible to the social scientist. Rejecting the dictum that time series analysis requires substantial mathematical sophistication, the authors take a clearly written, step-by-step approach. They describe the logic behind time series analysis, and its possible applications in impact assessment, causal modelling and forecasting, multivariate time series and parameter estimation.

Author : David McDowall
Publisher : Oxford University Press, USA
Page : 201 pages
File Size : 21,35 MB
Release : 2019
Category : Mathematics
ISBN : 0190943947

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Interrupted Time Series Analysis develops a comprehensive set of models and methods for drawing causal inferences from time series. It provides example analyses of social, behavioral, and biomedical time series to illustrate a general strategy for building AutoRegressive Integrated Moving Average (ARIMA) impact models. Additionally, the book supplements the classic Box-Jenkins-Tiao model-building strategy with recent auxiliary tests for transformation, differencing, and model selection. Not only does the text discuss new developments, including the prospects for widespread adoption of Bayesian hypothesis testing and synthetic control group designs, but it makes optimal use of graphical illustrations in its examples. With forty completed example analyses that demonstrate the implications of model properties, Interrupted Time Series Analysis will be a key inter-disciplinary text in classrooms, workshops, and short-courses for researchers familiar with time series data or cross-sectional regression analysis but limited background in the structure of time series processes and experiments.

Author : Mark Pickup
Publisher : SAGE Publications
Page : 233 pages
File Size : 26,87 MB
Release : 2014-10-15
Category : Social Science
ISBN : 1483313115

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Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written for a non-econometrics audience. Giving readers the tools they need to apply models to their own research, Introduction to Time Series Analysis, by Mark Pickup, demonstrates the use of—and the assumptions underlying—common models of time series data including finite distributed lag; autoregressive distributed lag; moving average; differenced data; and GARCH, ARMA, ARIMA, and error correction models. “This volume does an excellent job of introducing modern time series analysis to social scientists who are already familiar with basic statistics and the general linear model.” —William G. Jacoby, Michigan State University

Author : Rebecca M. Warner
Publisher : Guilford Press
Page : 244 pages
File Size : 16,84 MB
Release : 1998-05-22
Category : Social Science
ISBN : 9781572303386

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This book provides a thorough introduction to methods for detecting and describing cyclic patterns in time-series data. It is written both for researchers and students new to the area and for those who have already collected time-series data but wish to learn new ways of understanding and presenting them. Facilitating the interpretation of observations of behavior, physiology, mood, perceptual threshold, social indicator variables, and other responses, the book focuses on practical applications and requires much less mathematical background than most comparable texts. Using real data sets and currently available software (SPSS for Windows), the author employs extensive examples to clarify key concepts. Topics covered include research design issues, preliminary data screening, identification and description of cycles, summary of results across time series, and assessment of relations between time series. Also considered are theoretical questions, problems of interpretation, and potential sources of artifact.

Author : Richard McCleary
Publisher : Oxford University Press
Page : 393 pages
File Size : 39,78 MB
Release : 2017
Category : Business & Economics
ISBN : 0190661569

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Design and Analysis of Time Series Experiments develops methods and models for analysis and interpretation of time series experiments while also addressing recent developments in causal modeling. Unlike other time series texts, it integrates the statistical issues of design, estimation, and interpretation with foundational validity issues. Drawing on examples from criminology, economics, education, pharmacology, public policy, program evaluation, public health, and psychology, this text addresses researchers and graduate students in a wide range of the behavioral, biomedical, and social sciences.

Author : Nina Golyandina
Publisher : CRC Press
Page : 322 pages
File Size : 17,59 MB
Release : 2001-01-23
Category : Mathematics
ISBN : 9781420035841

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Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time series analysis and well known in nonlinear physics and signal processing. However, despite the promise it holds for time series applications in other disciplines, SSA is not widely known among statisticians and econometrists, and although the basic SSA algorithm looks simple, understanding what it does and where its pitfalls lay is by no means simple. Analysis of Time Series Structure: SSA and Related Techniques provides a careful, lucid description of its general theory and methodology. Part I introduces the basic concepts, and sets forth the main findings and results, then presents a detailed treatment of the methodology. After introducing the basic SSA algorithm, the authors explore forecasting and apply SSA ideas to change-point detection algorithms. Part II is devoted to the theory of SSA. Here the authors formulate and prove the statements of Part I. They address the singular value decomposition (SVD) of real matrices, time series of finite rank, and SVD of trajectory matrices. Based on the authors' original work and filled with applications illustrated with real data sets, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research.

Author : Victor Privalsky
Publisher : Springer Nature
Page : 253 pages
File Size : 12,97 MB
Release : 2020-11-22
Category : Science
ISBN : 3030580555

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This book gives the reader the basic knowledge of the theory of random processes necessary for applying to study climatic time series. It contains many examples in different areas of time series analysis such as autoregressive modelling and spectral analysis, linear extrapolation, simulation, causality, relations between scalar components of multivariate time series, and reconstructions of climate data. As an important feature, the book contains many practical examples and recommendations about how to deal and how not to deal with applied problems of time series analysis in climatology or any other science where the time series are short.