Applied time series analysis for the social sciences:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Beverly Hills, Calif. [u.a.]
Sage Publ.
1980
|
| Ausgabe: | 1. print. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 330 S. |
| ISBN: | 0803912056 0803912064 |
Internformat
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Datensatz im Suchindex
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| adam_text | Titel: Applied time series analysis for the social sciences
Autor: MacCleary, Richard
Jahr: 1980
CONTENTS List of Figures 9 Foreword 13 A cknowledgments 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 53 2.5 Autoregressive Processes of Order p: ARIMA (p,0,0) Models 61 2.6 Moving Average Processes of Order q: ARIMA (0,0,q) Models 64 2.7 The General ARIMA (p,d,q) Model 66 2.8 The Autocorrelation Function (ACF) 79 2.9 Seasonality 87 2.10 Identifying a Seasonal Model 91 2.11 Model Building 103 2.12 Example Analyses 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 16C 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 (/3) 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
|
| adam_txt |
Titel: Applied time series analysis for the social sciences
Autor: MacCleary, Richard
Jahr: 1980
CONTENTS List of Figures 9 Foreword 13 A cknowledgments 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 53 2.5 Autoregressive Processes of Order p: ARIMA (p,0,0) Models 61 2.6 Moving Average Processes of Order q: ARIMA (0,0,q) Models 64 2.7 The General ARIMA (p,d,q) Model 66 2.8 The Autocorrelation Function (ACF) 79 2.9 Seasonality 87 2.10 Identifying a Seasonal Model 91 2.11 Model Building 103 2.12 Example Analyses 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 16C 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 (/3) 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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| dewey-tens | 300 - Social sciences |
| discipline | Soziologie |
| discipline_str_mv | Soziologie |
| edition | 1. print. |
| format | Book |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T16:06:14Z |
| indexdate | 2024-07-09T20:47:37Z |
| institution | BVB |
| isbn | 0803912056 0803912064 |
| language | English |
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| physical | 330 S. |
| publishDate | 1980 |
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| spelling | MacCleary, Richard Verfasser aut Applied time series analysis for the social sciences Richard McCleary ; Richard A. Hay 1. print. Beverly Hills, Calif. [u.a.] Sage Publ. 1980 330 S. txt rdacontent n rdamedia nc rdacarrier Prévision, Théorie de la Sciences sociales - Méthodes statistiques Série chronologique Séries chronologiques ram Tijdreeksen gtt Sozialwissenschaften Prediction theory Social sciences Statistical methods Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Sozialwissenschaften (DE-588)4055916-6 gnd rswk-swf Statistik (DE-588)4056995-0 s DE-604 Zeitreihenanalyse (DE-588)4067486-1 s Sozialwissenschaften (DE-588)4055916-6 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=015144784&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 Prévision, Théorie de la Sciences sociales - Méthodes statistiques Série chronologique Séries chronologiques ram Tijdreeksen gtt Sozialwissenschaften Prediction theory Social sciences Statistical methods Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd Statistik (DE-588)4056995-0 gnd Sozialwissenschaften (DE-588)4055916-6 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4056995-0 (DE-588)4055916-6 |
| 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_exact_search_txtP | 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 | Prévision, Théorie de la Sciences sociales - Méthodes statistiques Série chronologique Séries chronologiques ram Tijdreeksen gtt Sozialwissenschaften Prediction theory Social sciences Statistical methods Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd Statistik (DE-588)4056995-0 gnd Sozialwissenschaften (DE-588)4055916-6 gnd |
| topic_facet | Prévision, Théorie de la Sciences sociales - Méthodes statistiques Série chronologique Séries chronologiques Tijdreeksen Sozialwissenschaften Prediction theory Social sciences Statistical methods Time-series analysis Zeitreihenanalyse Statistik |
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