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.

Series:

Methodological tools in the social sciences.

Methodological tools in the social sciences

Language:

English

Subjects (All):

Social sciences--Statistical methods.

Social sciences.

Time-series analysis.

Least squares.

Regression analysis.

Physical Description:

1 online resource (xviii, 533 pages) : digital, PDF file(s).

Edition:

1st ed.

Place of Publication:

Cambridge ; New York, NY : Cambridge University Press, 2026.

Summary:

Understanding change over time is a critical component of social science. However, data measured over time - time series - requires their own set of statistical and inferential tools. In this book, Suzanna Linn, Matthew Lebo, and Clayton Webb explain the most commonly used time series models and demonstrate their applications using examples. The guide outlines the steps taken to identify a series, make determinations about exogeneity/endogeneity, and make appropriate modelling decisions and inferences. Detailing challenges and explanations of key techniques not covered in most time series textbooks, the authors show how navigating between data and models, deliberately and transparently, allows researchers to clearly explain their statistical analyses to a broad audience.

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.

Notes:

Title from publisher's bibliographic system (viewed on 19 Jun 2026).

ISBN:

1-108-31405-8

1-108-29032-9

9781108311052