Research Repository

It's About Time: Modelling Political and Social Dynamics

Clarke, HD and Norpoth, H and Whiteley, PF (1998) 'It's About Time: Modelling Political and Social Dynamics.' In: Scarbrough, E and Tanenbaum, E, (eds.) Research Strategies in the Social Sciences: A Guide to New Approaches. Oxford University Press. ISBN 978-0-19-829238-8

Full text not available from this repository.

Abstract

Extending the basic regression model to the analysis of processes, which entail modelling time. The example demonstrates using Box?Jenkins ARIMA intervention and transfer function models, and error correction models, and introduces and interprets statistical tests such as the Q?test and the Dickey?Fuller t?ratio.

Item Type: Book Section
Uncontrolled Keywords: ARIMA models, Box?Jenkins, Conservative Party, Dickey?Fuller, ECM models, Engle?Granger, intervention, processes, Q?test, transfer function
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
J Political Science > JA Political science (General)
Divisions: Faculty of Social Sciences > Government, Department of
Depositing User: Jim Jamieson
Date Deposited: 13 Jan 2015 12:27
Last Modified: 17 Aug 2017 17:42
URI: http://repository.essex.ac.uk/id/eprint/12273

Actions (login required)

View Item View Item