Time-Series Analysis: A Comprehensive Introduction for Social Scientists

TLDR

Since the 1970s, social scientists across disciplines have pursued time‑series analysis, leading to a conceptual revolution in understanding patterns and regularities over time. This book offers a comprehensive introduction to all major time‑series techniques, covering both time‑domain and frequency‑domain methods. It explains linear models and related methods through concise, non‑mathematical chapters, fully worked real‑study examples, and numerous illustrations that build concepts step by step.

Abstract

Since the 1970s social scientists and scientists in a variety of fields - psychology, sociology, education, psychiatry, economics and engineering - have been interested in problems that require the statistical analysis of data over time and there has been in effect a conceptual revolution in ways of thinking about pattern and regularity. This book is a comprehensive introduction to all the major time-series techniques, both time-domain and frequency-domain. It includes work on linear models that simplify the solution of univariate and multivariate problems. The author begins with a non-mathematical overview: throughout, he provides easy-to-understand, fully worked examples drawn from real studies in psychology and sociology. Other, less comprehensive, books on time-series analysis require calculus: this presupposes only a standard introductory statistics course covering analysis of variance and regression. The chapters are short, designed to build concepts (and the reader's confidence) one step at a time. Many illustrations aid visual, intuitive understanding. Without compromising mathematical rigour, the author keeps in mind the reader who does no have an easy time with mathematics: the result is a readily accessible and practical text.