Applied Time Series Analysis for the Social Sciences

By Richard McCleary and Richard A. Hay

Book Overview

McCleary and Hay have made time series analysis techniques -- the Box-Jenkins or ARIMA methods -- accessible to the social scientist. Rejecting the dictum that time series analysis requires substantial mathematical sophistication, the authors take a clearly written, step-by-step approach. They describe the logic behind time series analysis, and its possible applications in impact assessment, causal modelling and forecasting, multivariate time series and parameter estimation.

• Format: Hardcover
• Language: English
• ISBN: 0803912056
• ISBN13: 9780803912052
• Release Date: July 1980
• Publisher: Sage Publications, Inc
• Length: 326 Pages
• Weight: 1.00 lbs.