Description
Book SynopsisSuitable for students and researchers whose mathematical background is limited to basic algebra, this 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.
Table of ContentsPreface 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 07 (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
