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Time Series Analysis

Andrew J. Connolly, Jacob T. VanderPlas, Alexander Gray, Andrew J. Connolly, Jacob T. VanderPlas, and Alexander Gray

in Statistics, Data Mining, and Machine Learning in Astronomy: A Practical Python Guide for the Analysis of Survey Data

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691151687
eISBN:
9781400848911
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691151687.003.0010
Subject:
Physics, Particle Physics / Astrophysics / Cosmology

This chapter summarizes the fundamental concepts and tools for analyzing time series data. Time series analysis is a branch of applied mathematics developed mostly in the fields of signal processing ... More


Political Methodology: An Overview

John E. Jackson

in A New Handbook of Political Science

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198294719
eISBN:
9780191599361
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198294719.003.0032
Subject:
Political Science, Reference

Reviews methodological techniques available across the discipline of political science. Econometrics and political science methods include structural equation estimations, time‐series analysis, and ... More


Estimation

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0004
Subject:
Economics and Finance, History of Economic Thought, Econometrics

Narrates the process of how estimation was formalized. Estimation can be seen as the genesis of econometrics, since finding estimates for coefficients of economically meaningful relationships has ... More


Time Series Analysis with Two or More Time Series

Youseop Shin

in Time Series Analysis in the Social Sciences: The Fundamentals

Published in print:
2017
Published Online:
September 2017
ISBN:
9780520293168
eISBN:
9780520966383
Item type:
chapter
Publisher:
University of California Press
DOI:
10.1525/california/9780520293168.003.0006
Subject:
Sociology, Law, Crime and Deviance

Chapter Six explains time series analysis with one or more independent variables. The dependent variable is the monthly violent crime rates and the independent variables are unemployment rates and ... More


Introduction and Overview

Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David F. Hendry

in Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Published in print:
1993
Published Online:
November 2003
ISBN:
9780198288107
eISBN:
9780191595899
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198288107.003.0001
Subject:
Economics and Finance, Econometrics

Serves as an introductory overview for the rest of the book, and outlines its main aims. As a basis for the following chapters, an overview and clarification of equilibrium relationships in economic ... More


2 Public Policy and Basic Needs Provision: Intervention and Achievement in Sri Lank

Sudhir Anand and S. M. Ravi Kanbur

in The Political Economy of Hunger: Volume 3: Endemic Hunger

Published in print:
1991
Published Online:
January 2008
ISBN:
9780198286370
eISBN:
9780191718441
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198286370.003.0003
Subject:
Economics and Finance, Development, Growth, and Environmental

A substantial part of Sri Lanka's achievements in certain areas of basic needs provision such as health and education standards, has been due to the country's intrinsic and directed public policies. ... More


John Denis Sargan 1924–1996

David F. Hendry

in Proceedings of the British Academy, Volume 120, Biographical Memoirs of Fellows, II

Published in print:
2003
Published Online:
January 2012
ISBN:
9780197263020
eISBN:
9780191734199
Item type:
chapter
Publisher:
British Academy
DOI:
10.5871/bacad/9780197263020.003.0019
Subject:
History, Historiography

Denis Sargan was the leading British econometrician of his generation, playing a central role in establishing the technical basis for modern time-series econometric analysis. In a distinguished ... More


Time Series Analysis in the Social Sciences: The Fundamentals

Youseop Shin

Published in print:
2017
Published Online:
September 2017
ISBN:
9780520293168
eISBN:
9780520966383
Item type:
book
Publisher:
University of California Press
DOI:
10.1525/california/9780520293168.001.0001
Subject:
Sociology, Law, Crime and Deviance

This book focuses on fundamental elements of time series analysis that social scientists need to understand to employ time series analysis for their research and practice. Avoiding extraordinary ... More


Bayesian dynamic modelling

West Mike

in Bayesian Theory and Applications

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199695607
eISBN:
9780191744167
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199695607.003.0008
Subject:
Mathematics, Probability / Statistics

This chapter focuses on some key models and ideas in Bayesian time series and forecasting, along with extracts from a few time series analysis and forecasting examples. It discusses specific ... More


Time Series Analysis in the Social Sciences

Youseop Shin

in Time Series Analysis in the Social Sciences: The Fundamentals

Published in print:
2017
Published Online:
September 2017
ISBN:
9780520293168
eISBN:
9780520966383
Item type:
chapter
Publisher:
University of California Press
DOI:
10.1525/california/9780520293168.003.0001
Subject:
Sociology, Law, Crime and Deviance

This chapter explains how time series analysis has been applied in the social sciences.


Linear state space models

J. Durbin and S.J. Koopman

in Time Series Analysis by State Space Methods: Second Edition

Published in print:
2012
Published Online:
December 2013
ISBN:
9780199641178
eISBN:
9780191774881
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199641178.003.0003
Subject:
Mathematics, Probability / Statistics

This chapter shows how structural time series models can be put into state space form. It puts Box-Jenkins ARIMA models into state space form, thus demonstrating that these models are special cases ... More


The Impact on Foreign Direct Investment of BITs *

Unctad

in The Effect of Treaties on Foreign Direct Investment: Bilateral Investment Treaties, Double Taxation Treaties, and Investment Flows

Published in print:
2009
Published Online:
May 2009
ISBN:
9780195388534
eISBN:
9780199855322
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195388534.003.0012
Subject:
Law, Public International Law

This chapter examines whether the conclusion of BITs does indeed contribute to an increase in FDI. Time-series data analysis based on bilateral FDI flows between the BIT signatory countries shows ... More


Time Series Analysis as an Impact Analysis Method

Youseop Shin

in Time Series Analysis in the Social Sciences: The Fundamentals

Published in print:
2017
Published Online:
September 2017
ISBN:
9780520293168
eISBN:
9780520966383
Item type:
chapter
Publisher:
University of California Press
DOI:
10.1525/california/9780520293168.003.0007
Subject:
Sociology, Law, Crime and Deviance

Chapter Seven explains interrupted time series analysis. This chapter includes the impact analysis of the Three-Strikes-Out law with October 1994 (when Public Law 103-322 was enacted) as the ... More


Putting Relative Advantage to the Test: State-Level Republican Growth in the Modern American South

M. V. Hood III, Quentin Kidd, and Irwin L. Morris

in The Rational Southerner: Black Mobilization, Republican Growth, and the Partisan Transformation of the American South

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199873821
eISBN:
9780199980017
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199873821.003.0005
Subject:
Political Science, American Politics

This chapter provides the first extensive empirical assessment of the theory of relative advantage. A panel Granger analysis based on nearly five decades of state-level data demonstrates that black ... More


Nonlinear Time Series Analysis with R

Ray Huffaker, Marco Bittelli, and Rodolfo Rosa

Published in print:
2017
Published Online:
February 2018
ISBN:
9780198782933
eISBN:
9780191826153
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198782933.001.0001
Subject:
Physics, Theoretical, Computational, and Statistical Physics

In the process of data analysis, the investigator is often facing highly-volatile and random-appearing observed data. A vast body of literature shows that the assumption of underlying stochastic ... More


Measuring Macroeconomic Exposure: The Case of Volvo Cars 1

Lars Oxelheim and Clas Wihlborg

in Corporate Decision-Making with Macroeconomic Uncertainty: Performance and Risk Management

Published in print:
2008
Published Online:
May 2009
ISBN:
9780195335743
eISBN:
9780199868964
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195335743.003.0005
Subject:
Economics and Finance, Financial Economics

Volvo cars exposure have been measured for this chapter by means of time series regression analysis. The required data include quarterly actual cash flow figures for a substantial number of years, ... More


Illustrations of the use of the linear model

J. Durbin and S.J. Koopman

in Time Series Analysis by State Space Methods: Second Edition

Published in print:
2012
Published Online:
December 2013
ISBN:
9780199641178
eISBN:
9780191774881
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199641178.003.0008
Subject:
Mathematics, Probability / Statistics

This chapter discusses examples which show how the use of the linear model works in practice. The first example is an analysis of road accident data to estimate the reduction in car drivers killed ... More


Ecosystem Effects of Fishing and Whaling in the North Pacific and Atlantic Oceans

BORIS WORM, HEIKE K LOTZE, and RANSOM A. MYERS

in Whales, Whaling, and Ocean Ecosystems

Published in print:
2007
Published Online:
March 2012
ISBN:
9780520248847
eISBN:
9780520933200
Item type:
chapter
Publisher:
University of California Press
DOI:
10.1525/california/9780520248847.003.0026
Subject:
Biology, Aquatic Biology

This chapter uses time-series analysis to explore whether prey release and competitive release have occurred during or shortly after the period of industrial whaling (from 1950 to 1980) in the ... More


A data-driven approach to complex ecological systems

Michio Kondoh, Kazutaka Kawatsu, Yutaka Osada, and Masayuki Ushio

in Theoretical Ecology: concepts and applications

Published in print:
2020
Published Online:
July 2020
ISBN:
9780198824282
eISBN:
9780191863271
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198824282.003.0008
Subject:
Biology, Ecology, Biomathematics / Statistics and Data Analysis / Complexity Studies

Interspecific interaction has been a key concept in ecology to understand the structure and dynamics of ecological communities. Important, yet often overlooked, is that an interspecific interaction ... More


Why Study Nonlinear Time Series Analysis?

Ray Huffaker, Marco Bittelli, and Rodolfo Rosa

in Nonlinear Time Series Analysis with R

Published in print:
2017
Published Online:
February 2018
ISBN:
9780198782933
eISBN:
9780191826153
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198782933.003.0001
Subject:
Physics, Theoretical, Computational, and Statistical Physics

Nonlinear Time Series Analysis (NLTS) provides a mathematically rigorous collection of techniques designed to reconstruct real-world system dynamics from time series data on a single variable or ... More


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