It's About Time: Modelling Political and Social Dynamics

Harold D. Clarke, Helmut Norpoth and Paul Whiteley

in Research Strategies in the Social Sciences

Published in print July 1998 | ISBN: 9780198292371
Published online November 2003 | e-ISBN: 9780191600159 | DOI:
 It's About Time: Modelling Political and Social Dynamics

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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

Chapter.  11116 words.  Illustrated.

Subjects: Politics

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