Applied time series analysis for the social sciences:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Beverly Hills u.a.
Sage Publ.
1982
|
| Ausgabe: | 2. print. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 331 S. zahlr. graph. Darst. |
| ISBN: | 0803912056 0803912064 |
Internformat
MARC
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| 100 | 1 | |a MacCleary, Richard |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Applied time series analysis for the social sciences |c Richard McCleary ; Richard A. Hay |
| 250 | |a 2. print. | ||
| 264 | 1 | |a Beverly Hills u.a. |b Sage Publ. |c 1982 | |
| 300 | |a 331 S. |b zahlr. graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804115660154863616 |
|---|---|
| adam_text | CONTENTS
List of Figures 9
Foreword 13
Acknowledgments 15
1. Statistical Models for Time Series Analysis 17
1.1 Caveat: The Limits of Time Series Analysis 20
1.2 An Outline of the Volume 24
2. Univariate ARIMA Models 29
2.1 Trend and Drift 31
2.2 The Random Walk and Other Integrated Processes 36
2.3 The Backward Shift Operator 45
2.4 Variance Stationarity 48
2.5 Autoregressive Processes of Order p: ARIMA
(p,0,0) Models 53
2.6 Moving Average Processes of Order q: ARIMA
(0,0,q) Models 61
2.7 The General ARIMA (p,d,q) Model 64
2.8 The Autocorrelation Function (ACF) 66
2.9 Seasonality 79
2.10 Identifying a Seasonal Model 87
2.11 Model Building 91
2.12 Example Analyses 103
2.12.1 Sutter County Workforce 104
2.12.2 Boston Armed Robberies 110
2.12.3 Swedish Harvest Index 121
2.12.4 Hyde Park Purse Snatchings: Outliers 128
2.13 Conclusion 132
Appendix: Expected Values 136
3. ARIMA Impact Assessment 141
3.1 The Zero Order Transfer Function 145
3.2 The First Order Transfer Function 154
3.2.1 Chlorpromazine Impacts on Perceptual Speed 160
3.2.2 Sutter County Workforce: Temporary Impacts 164
3.2.3 Testing Rival Impact Hypotheses 168
3.3 Interpreting Impact Parameters in the
Natural Log Metric 171
3.4 Higher Order and Compound Intervention Components 185
3.5 U.S. Suicides 191
3.6 A Final Note on the Outlier Problem 199
3.7 Conclusion 201
4. Univariate ARIMA Forecasts 205
4.1 Point and Interval Forecasts 206
4.2 ARIMA Forecast Profiles 213
4.3 Conclusion: The Use of Forecasting 219
5. Multivariate ARIMA Models 227
5.1 The Cross Correlation Function 229
5.2 A Forecasting Example 236
5.3 Prewhitening 243
5.4 Multivariate Population Growth Model 257
5.5 Conclusion and Recommendations 270
6. Nonlinear Estimation 275
6.1 Maximum Likelihood Estimation 276
6.2 Numerical Solutions to the S (j8) Minimum 285
6.2.1. The Grid Search Method 288
6.2.2. Marquardt s Algorithm 293
6.3 Monitoring and Controlling the Algorithm 301
6.4 Time Series Software 305
Appendix: ARIMA Software Distributors 310
Appendix A: Symbols and Conventions 311
Appendix B: Data Sets 313
Bibliography 321
Index 327
About the Authors 331
|
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| discipline | Soziologie Mathematik |
| edition | 2. print. |
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| id | DE-604.BV001266901 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T15:26:08Z |
| institution | BVB |
| isbn | 0803912056 0803912064 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000764219 |
| oclc_num | 257937421 |
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| physical | 331 S. zahlr. graph. Darst. |
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| publishDate | 1982 |
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| publisher | Sage Publ. |
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| spelling | MacCleary, Richard Verfasser aut Applied time series analysis for the social sciences Richard McCleary ; Richard A. Hay 2. print. Beverly Hills u.a. Sage Publ. 1982 331 S. zahlr. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Sozialwissenschaften (DE-588)4055916-6 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Sozialwissenschaften (DE-588)4055916-6 s DE-604 Statistik (DE-588)4056995-0 s 1\p DE-604 Hay, Richard A. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000764219&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | MacCleary, Richard Hay, Richard A. Applied time series analysis for the social sciences Sozialwissenschaften (DE-588)4055916-6 gnd Statistik (DE-588)4056995-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4055916-6 (DE-588)4056995-0 (DE-588)4067486-1 |
| title | Applied time series analysis for the social sciences |
| title_auth | Applied time series analysis for the social sciences |
| title_exact_search | Applied time series analysis for the social sciences |
| title_full | Applied time series analysis for the social sciences Richard McCleary ; Richard A. Hay |
| title_fullStr | Applied time series analysis for the social sciences Richard McCleary ; Richard A. Hay |
| title_full_unstemmed | Applied time series analysis for the social sciences Richard McCleary ; Richard A. Hay |
| title_short | Applied time series analysis for the social sciences |
| title_sort | applied time series analysis for the social sciences |
| topic | Sozialwissenschaften (DE-588)4055916-6 gnd Statistik (DE-588)4056995-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Sozialwissenschaften Statistik Zeitreihenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000764219&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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