Introduction to Time Series Analysis

Mark Pickup is an associate professor in the Department of Political Science at Simon Fraser University. Mark is a specialist in political behavior and political methodology. Substantively, his research primarily falls into four areas: political identities and vote choice; the economy and democratic accountability; conditions of democratic responsiveness; and polls and electoral outcomes. His research focuses on political information, public opinion, political identities, and election campaigns within North American and European countries. His methodological interests concern the analysis of longitudinal data (time series, panel, network, etc.), with secondary interests in Bayesian analysis and survey/lab experiment design.

PREFACE ACKNOWLEDGEMENTS ABOUT THE AUTHOR SERIES EDITOR'S INTRODUCTION 1. Thinking Time-serially 2. Fundamental Concepts in Time Series Analysis 3. Static Time Series Models and Ordinary Least Squares Estimation 4. Introducing Dynamic Time Series Models 5. Autoregressive Moving Average (ARMA) Models 6. Models for Integrated and Cointegrated Data Conclusion

"This volume does an excellent job of introducing modern time series analysis to social scientists who are already familiar with basic statistics and the general linear model." -- William G. Jacoby, Michigan State University