Introduction to time series analysis
著者
書誌事項
Introduction to time series analysis
（Sage publications series, . Quantitative applications in the social sciences ; no. 07-174）
Sage, c2015
- : pbk
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
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, this unique book 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.
目次
PREFACE
ACKNOWLEDGEMENTS
ABOUT THE AUTHOR
SERIES EDITOR'S INTRODUCTION
1. Thinking Time-serially
2. Fundamental Concepts in Time Series Analysis
3. Static Time Series Models and Ordinary Least Squares Estimation
4. Introducing Dynamic Time Series Models
5. Autoregressive Moving Average (ARMA) Models
6. Models for Integrated and Cointegrated Data
Conclusion
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