Article

Time‐Series Analysis

Jon C. Pevehouse and Jason D. Brozek

in The Oxford Handbook of Political Methodology

Published in print August 2008 | ISBN: 9780199286546
Published online September 2009 | | DOI: http://dx.doi.org/10.1093/oxfordhb/9780199286546.003.0019

Series: Oxford Handbooks of Political Science

Time‐Series Analysis

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This article discusses time-series methods such as simple time-series regressions, ARIMA models, vector autoregression (VAR) models, and unit root and error correction models (ECM). It specifically presents a brief history of time-series analysis before moving to a review of the basic time-series model. It then describes the stationary models in univariate and multivariate analyses. The nonstationary models of each type are addressed. In addition, various issues regarding the analysis of time series including data aggregation and temporal stability are considered. Before concluding, the article briefly reports the time-series techniques in the context of panel data. In general, time-series analysis can help improve the understanding of the political world.

Keywords: time-series analysis; simple time-series regressions; ARIMA models; vector autoregression models; unit root; error correction models

Article.  8539 words. 

Subjects: Politics ; Political Methodology ; Comparative Politics

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