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Introduction to Time Series Analysis

Introduction to Time Series Analysis

November 2014 | 232 pages | SAGE Publications, Inc
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.
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


Supplemental Materials
Data sets and STATA commands for examples in the book are available under the heading "Sample Materials & Chapters" above.

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

Sample Materials & Chapters

Chapter 1

R Files

Data Files

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