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Research Strategies in the Social SciencesA Guide to New Approaches$
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Elinor Scarbrough and Eric Tanenbaum

Print publication date: 1998

Print ISBN-13: 9780198292371

Published to Oxford Scholarship Online: November 2003

DOI: 10.1093/0198292376.001.0001

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PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2021. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 21 September 2021

It's About Time: Modelling Political and Social Dynamics

It's About Time: Modelling Political and Social Dynamics

Chapter:
(p.127) 7 It's About Time: Modelling Political and Social Dynamics
Source:
Research Strategies in the Social Sciences
Author(s):

Harold D. Clarke (Contributor Webpage)

Helmut Norpoth

Paul Whiteley (Contributor Webpage)

Publisher:
Oxford University Press
DOI:10.1093/0198292376.003.0007

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.

Keywords:   ARIMA models, Box‐Jenkins, Conservative Party, Dickey‐Fuller, ECM models, Engle‐Granger, intervention, processes, Q‐test, transfer function

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