Clarke, HD and Norpoth, H and Whiteley, PF (1998) It's About Time: Modelling Political and Social Dynamics. In: Research Strategies in the Social Sciences: A Guide to New Approaches. Oxford University Press, pp. 127-154. ISBN 978-0-19-829238-8. Official URL: http://dx.doi.org/10.1093/0198292376.003.0007
Clarke, HD and Norpoth, H and Whiteley, PF (1998) It's About Time: Modelling Political and Social Dynamics. In: Research Strategies in the Social Sciences: A Guide to New Approaches. Oxford University Press, pp. 127-154. ISBN 978-0-19-829238-8. Official URL: http://dx.doi.org/10.1093/0198292376.003.0007
Clarke, HD and Norpoth, H and Whiteley, PF (1998) It's About Time: Modelling Political and Social Dynamics. In: Research Strategies in the Social Sciences: A Guide to New Approaches. Oxford University Press, pp. 127-154. ISBN 978-0-19-829238-8. Official URL: http://dx.doi.org/10.1093/0198292376.003.0007
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 Faculty of Social Sciences > Government, Department of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 13 Jan 2015 12:27 |
| Last Modified: | 30 Oct 2024 09:19 |
| URI: | http://repository.essex.ac.uk/id/eprint/12273 |