A practical guide to time series analysis / Suzanna Linn, Matthew J. Lebo, Clayton Webb.

Format:

Book

Author/Creator:

Linn, Suzanna, 1966- Author.

Lebo, Matthew J., author.

Webb, Clayton, author.

Language:

English

Subjects (All):

Social sciences--Statistical methods.

Social sciences.

Time-series analysis.

Least squares.

Regression analysis.

Edition:

1st ed.

Place of Publication:

Cambridge University Press, 2026.

Summary:

"Our applied guide is for students analysing data over time. For example, approval ratings, economic measures, and international conflicts. Time series data requires its own set of advanced statistical tools which we outline as simply as possible. Detailed examples help readers navigate the complicated process of learning from temporal data"-- Provided by publisher.

Contents:

Univariate time series models

Testing for unit roots and stationarity

The exogeneity question

Regression models for stationary time series

Regression models for unit root time series

Regression models for time series with uncertain properties

Vector autoregression for stationary time series

Vector autoregression for unit root time series

Time series analysis with transparency.

ISBN:

1-108-31405-8

1-108-29032-9