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Time Series Analysis in the Social SciencesThe Fundamentals$
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Youseop Shin

Print publication date: 2017

Print ISBN-13: 9780520293168

Published to California Scholarship Online: September 2017

DOI: 10.1525/california/9780520293168.001.0001

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(p.10) Two Modeling
Time Series Analysis in the Social Sciences

Youseop Shin

University of California Press

Chapter Two defines important concepts and explains the structure of time series data. Then, it explains the univariate time series modeling procedure, such as how to visually inspect a time series; how to transform an original time series when its variance is not constant; how to estimate seasonal patterns and trends; how to obtain residuals; how to estimate the systematic pattern of residuals; and how to test the randomness of residuals.

Keywords:   detrending, deseasonalization, AR(p)/MA(q)/ARMA(p, q) models, ARCH(q)/GARCH(q, p) models, randomness test

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