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, Introduction to Time Series Analysis, by Mark Pickup, demonstrates the use ofa??and the assumptions underlyinga??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.
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. ????a??William G. Jacoby, Michigan State University