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Introduction to time series analysis / Mark Pickup.

By: Material type: TextTextSeries: Quantitative applications in the social sciencesPublication details: New Delhi : SAGE, c2015.Description: xviii, 208 p. : illustrations ; 22 cmISBN:
  • 9781452282015 (pbk. : alk. paper)
Subject(s): DDC classification:
  • 000SA.3 23 P597
Contents:
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-- References-- Index.
Summary: Approaching the topic from the perspective of the social scientist interested in hypothesis-testing, this volume is an introduction to time-series methods and their application in social science research.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 000SA.3 P597 (Browse shelf(Opens below)) Available 136391
Total holds: 0

Includes bibliographical references and index.

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--
References--
Index.

Approaching the topic from the perspective of the social scientist interested in hypothesis-testing, this volume is an introduction to time-series methods and their application in social science research.

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