Introduction to Time Series Analysis (Quantitative Applications in the Social Sciences)

Introduction to Time Series Analysis (Quantitative Applications in the Social Sciences)

<p style="margin: 0in 0in 0pt;"><span>Introducing</span><span> time series methods and their applicatio</span><span>n in social science research, this </span><span>practical guide to time series models</span><span> is the first in the field written for </span><span>a non-econometrics</span><span> audience. Giving readers the tools they need to apply models</span><span> to their own</span><span> research, <strong>Introduction to Time Series Analysis</strong>, by Mark Pickup, </span><span>demonstrate</span><span>s</span><span> the use of―and the assumptions underlying―common model</span><span>s of time series data including</span><span> finite distributed lag; autoregressive distributed lag; moving average; differenced data; and GARCH, ARMA, ARIMA</span><span>,</span><span> and error correction mo</span><span>dels.</span></p> <p style="margin: 0in 0in 0pt;"><span> </span></p> <p style="margin: 0in 0in 0pt;"><span>"<span style="color: black;">This volume does an <strong>excellent job</strong> of introducing modern time series analysis to social scientists who are already familiar with basic statistics and the general linear model."</span></span><span style="color: black;">  ―<strong>William G. Jacoby</strong>, <em>Michigan State University</em></span></p>