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Introduction to Time Series Analysis
Author: Mark Pickup

ISBN: 9781452282015
Format: Paperback
Number Of Pages: 232
Published: 6 October 2014
Country of Publication: US
Dimensions (cm): 21.6 x 14.0 x 1.9
Description:


Introducing time series methods and their application in social science research, thispractical guide to time series models is the first in the field written fora 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 anexcellent 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

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