Time Series Analysis: Regression Techniques (Quantitative

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Time Series Analysis: Regression Techniques (Quantitative Applications in the Social Sciences)

The great advantage of time series regression analysis is that it can both explain the past and predict the future behavior of variables. This volume explores the regression (or structural equation) approach to the analysis of time series data. It also introduces the Box-Jenkins time series method in an attempt to bridge partially the gap between the two approaches.

Time Series Analysis: Regression Techniques (Quantitative Applications in the Social Sciences)