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"Youseop Shin has provided a practical primer on conducting time series analysis, systematically showing how to deal with the complexities that arise in analyzing longitudinal data."—Herb Weisberg, Academy Professor of Political Science, The Ohio State University
"Time Series Analysis in the Social Sciences does a nice job of providing an accessible yet methodologically rigorous introduction to the potential of time series analysis."—Will Jennings, Professor of Political Science and Public Policy, University of Southampton
“Instead of simply writing an instruction manual for particular software, Youseop Shin has crafted a guide that helps the reader understand one’s own work better.”—Brad Lockerbie, Professor of Political Science, East Carolina University
List of contents
Preface
1 • Time Series Analysis in the Social Sciences
2 • Modeling
(1) Preliminary Definition
(2) Preparing for Analysis
(3) Seasonal Components and Trend
(4) Systematic Patterns of Residuals
(5) Fitting the Residuals
(6) Further Reading
3 • Diagnostics
(1) Residual Assumptions
(2) The Case of Monthly Violent Crime Rates, 1983–1992
(3) Further Reading
4 • Forecasting
(1) How to Forecast Values
(2) Measuring the Accuracy of Time Series Models
(3) The Case of Monthly Violent Crime Rates, 1983–1992
(4) Further Reading
5 • Smoothing
(1) Moving Average Smoothing
07 (2) Exponential Smoothing
(3) The Case of Monthly Violent Crime Rates, 1983–1992
(4) Further Reading
6 • Time Series Analysis with Two or More Time Series
(1) Correlation and Regression Analysis
(2) Prewhitening
(3) Multiple Time Series Analysis with Lagged Variables
(4) Diagnostics
(5) Further Reading
7 • Time Series Analysis as an Impact Analysis Method
(1) Interrupted Time Series Analysis
(2) The Case of Monthly Violent Crime Rates, 1985–2004
(3) Further Reading
Appendices
1. Links to Online Time Series Analysis Program Manuals
2. U.S. Monthly Violent Crime Rates, 1983–2004
3. Data Resources for Social Science Time Series Analysis
4. Statistical Tables
Notes
References
Index
About the author
Youseop Shin received his PhD from the University of Georgia, Athens. He is currently Associate Professor in the Department of Political Science and International Studies at Yonsei University.
Summary
Suitable for students and researchers whose mathematical background is limited to basic algebra, this book focuses on fundamental elements of time series analysis that social scientists need to understand so they can employ time series analysis for their research and practice.
