- Oxford Library of Psychology
- [UNTITLED]
- Oxford Library of Psychology
- About the Editor
- Contributors
- Introduction
- Overview of Traditional/Classical Statistical Approaches
- Generalized Linear Models
- Categorical Methods
- Configural Frequency Analysis
- Nonparametric Statistical Techniques
- Correspondence Analysis
- Spatial Analysis
- Analysis of Imaging Data
- Twin Studies and Behavior Genetics
- Quantitative Analysis of Genes
- Multidimensional Scaling
- Latent Variable Measurement Models
- Multilevel Regression and Multilevel Structural Equation Modeling
- Structural Equation Models
- Developments in Mediation Analysis
- Moderation
- Longitudinal Data Analysis
- Dynamical Systems and Models of Continuous Time
- Intensive Longitudinal Data
- Dynamic Factor Analysis: Modeling Person-Specific Process
- Time Series Analysis
- Analyzing Event History Data
- Clustering and Classification
- Latent Class Analysis and Finite Mixture Modeling
- Taxometrics
- Missing Data Methods
- Secondary Data Analysis
- Data Mining
- Meta-Analysis and Quantitative Research Synthesis
- Common Fallacies in Quantitative Research Methodology
- Index
Abstract and Keywords
This chapter deals with time domain statistical models and methods on analyzing time series and their use in applications. It covers fundamental concepts, stationary and nonstationary models, nonseasonal and seasonal models, intervention and outlier models, transfer function models, regression time series models, vector time series models, and their applications. We discuss the process of time series analysis including model identification, parameter estimation, diagnostic checks, forecasting, and inference. We also discuss autoregressive conditional heteroscedasticity model, generalized autoregressive conditional heteroscedasticity model, and unit roots and cointegration in vector time series processes.
Keywords: Autoregressive model, moving average model, autoregressive moving average model, autoregressive integrated moving average model, intervention, outlier, transfer function model, autoregressive conditional heteroscedasticity model, generalized autoregressiv
William W.S. Wei, Department of Statistics, Temple University, Philadelphia, PA
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- Oxford Library of Psychology
- [UNTITLED]
- Oxford Library of Psychology
- About the Editor
- Contributors
- Introduction
- Overview of Traditional/Classical Statistical Approaches
- Generalized Linear Models
- Categorical Methods
- Configural Frequency Analysis
- Nonparametric Statistical Techniques
- Correspondence Analysis
- Spatial Analysis
- Analysis of Imaging Data
- Twin Studies and Behavior Genetics
- Quantitative Analysis of Genes
- Multidimensional Scaling
- Latent Variable Measurement Models
- Multilevel Regression and Multilevel Structural Equation Modeling
- Structural Equation Models
- Developments in Mediation Analysis
- Moderation
- Longitudinal Data Analysis
- Dynamical Systems and Models of Continuous Time
- Intensive Longitudinal Data
- Dynamic Factor Analysis: Modeling Person-Specific Process
- Time Series Analysis
- Analyzing Event History Data
- Clustering and Classification
- Latent Class Analysis and Finite Mixture Modeling
- Taxometrics
- Missing Data Methods
- Secondary Data Analysis
- Data Mining
- Meta-Analysis and Quantitative Research Synthesis
- Common Fallacies in Quantitative Research Methodology
- Index
