You are here

Disable VAT on Taiwan

Unfortunately, as of 1 January 2020 SAGE Ltd is no longer able to support sales of electronically supplied services to Taiwan customers that are not Taiwan VAT registered. We apologise for any inconvenience. For more information or to place a print-only order, please contact uk.customerservices@sagepub.co.uk.

Introduction to Time Series Analysis
Share
Share

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.
 
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

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


For instructors

Purchasing options

Please select a format:

ISBN: 9781452282015
£34.99

SAGE Research Methods is a research methods tool created to help researchers, faculty and students with their research projects. SAGE Research Methods links over 175,000 pages of SAGE’s renowned book, journal and reference content with truly advanced search and discovery tools. Researchers can explore methods concepts to help them design research projects, understand particular methods or identify a new method, conduct their research, and write up their findings. Since SAGE Research Methods focuses on methodology rather than disciplines, it can be used across the social sciences, health sciences, and more.

With SAGE Research Methods, researchers can explore their chosen method across the depth and breadth of content, expanding or refining their search as needed; read online, print, or email full-text content; utilize suggested related methods and links to related authors from SAGE Research Methods' robust library and unique features; and even share their own collections of content through Methods Lists. SAGE Research Methods contains content from over 720 books, dictionaries, encyclopedias, and handbooks, the entire “Little Green Book,” and "Little Blue Book” series, two Major Works collating a selection of journal articles, and specially commissioned videos.