Times Series Analysis in the Social Sciences is a practical and highly readable introduction written exclusively for students and researchers whose mathematical background is limited to basic algebra. The book focuses on fundamental elements of time series analysis that social scientists need to understand so they can employ time series analysis for their research and practice. Through step-by-step explanations and using monthly violent crime rates as case studies, this book explains univariate time series from the preliminary visual analysis through the modeling of seasonality, trends, and residuals, to the evaluation and prediction of estimated models. The book also explains smoothing, multiple time series analysis, and interrupted time series analysis. With a wealth of practical advice and supplemental data sets wherein students can apply their knowledge, this flexible and friendly primer is suitable for all students in the social sciences.
Author(s): Youseop Shin
Year: 2017
Language: English
Tags: Statistics, Time Series
Title
Copyright
Dedication
Contents
Preface
1 Time Series Analysis in the Social Sciences
2 Modeling
(1) Preliminary Definition
(2) Preparing for Analysis
(3) Seasonal Components and Trend
(4) Systematic Patterns of Residuals
(5) Fitting the Residuals
(6) Further Reading
3 Diagnostics
(1) Residual Assumptions
(2) The Case of Monthly Violent Crime Rates, 1983–1992
(3) Further Reading
4 Forecasting
(1) How to Forecast Values
(2) Measuring the Accuracy of Time Series Models
(3) The Case of Monthly Violent Crime Rates, 1983–1992
(4) Further Reading
5 Smoothing
(1) Moving Average Smoothing
(2) Exponential Smoothing
(3) The Case of Monthly Violent Crime Rates, 1983–1992
(4) Further Reading
6 Time Series Analysis with Two or More Time Series
(1) Correlation and Regression Analysis
(2) Prewhitening
(3) Multiple Time Series Analysis with Lagged Variables
(4) Diagnostics
(5) Further Reading
7 Time Series Analysis as an Impact Analysis Method
(1) Interrupted Time Series Analysis
(2) The Case of Monthly Violent Crime Rates, 1985–2004
(3) Further Reading
Appendices
1. Links to Online Time Series Analysis Program Manuals
2. U.S. Monthly Violent Crime Rates, 1983–2004
3. Data Resources for Social Science Time Series Analysis
4. Statistical Tables
Notes
References
Index
