Introduction to time series analysis

著者

• Pickup, Mark

書誌事項

Introduction to time series analysis

Mark Pickup

（Sage publications series, . Quantitative applications in the social sciences ; no. 07-174）

Sage, c2015

• : pbk

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

「Nielsen BookData」 より

• NII書誌ID(NCID): BB17476957
• ISBN:
  • 9781452282015
• LCCN: 2014031504
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Los Angeles
• ページ数/冊数: xviii, 208 p.
• 大きさ: 22 cm
• 分類:
  • LCC : HA30.3
  • DC23 : 519.5/5
• 件名:
  • LCSH : Time-series analysis
  • LCSH : Social sciences -- Statistical methods
• 親書誌ID:
  • BA71788007