Time Series Analysis for Social Science Research
Date:
04/06/2015 - 05/06/2015
Organised by:
NCRM, University of Southampton
Presenter:
Will Jennings is Professor of Political Science and Public Policy at the University of Southampton. His research has used time series methods in a range of contexts, such as the study of political behaviour, the agenda-setting power of large scale demonstrations, effects of unemployment and inequality on crime rates, blame avoidance strategies by public officials during policy fiascos and political scandals.
Level:
Entry (no or almost no prior knowledge)
Contact:
Jacqui Thorp, Training & Capacity Building Administrator, University of Southampton
Tel: 023 80594069
Email: jmh6@soton.ac.uk
Map:
View in Google Maps (SO17 1BJ)
Venue:
Building 39, University of Southampton, Highfield, Southampton, Hants
Description:
This course provides an introduction to time series methods and their application to social science research. Many of our theoretical questions in the social sciences are implicitly temporal in nature – such as whether a change in public policy leads to a change in social behaviour, whether that relates to recycling, voting or offending, and the widespread availability of social and political longitudinal data make it possible to address them. There are specific issues associated with time series data – due to their temporal structure and dependence – that requires careful attention. This course will introduce participants to the time serial structure of social and political data, fundamental concepts in time series analysis, diagnostic tests for different time series processes (i.e. stationarity and unit root), and static and dynamic regression models (including “ARIMA”, autoregressive distributed lag and error-correction models) for social and political variables.
The course covers:
- The structure of political and social time series.
- Fundamental concepts in time series analysis.
- Diagnostic tests for autocorrelation, moving average and stationary/integrated processes.
By the end participants will:
- Have developed an understanding of the theoretical structure of time series data, and be able to organise their own data in this format.
- Be able to apply diagnostic tests for time series processes to their own data.
- Be able to select the appropriate model for univariate and multivariate specifications, and estimate and interpret the short- and long-run effects of variables, lag distributions and rates of ‘error-correction’.
- Univariate and static/dynamic regression models.
The target audience for this event is academics or government researchers from the social sciences (not including economics) with some background in quantitative methods in general, but no experience of time series analysis specifically. This may range from PhD students to more advanced researchers looking for an introduction to a new method.
Cost:
The fee is:
• £60 for UK registered students
• £120 for staff at UK academic institutions, UK Research Councils researchers, UK public sector staff and staff at UK registered charity organisations and recognised UK research institutions.
• £440 for all other participants
All fees include event materials, lunch, morning and afternoon tea. They do not include travel and accommodation costs.
Website and registration:
Region:
South West
Keywords:
Regression Methods, Generalized liner model (GLM), Time Series Analysis
Related publications and presentations:
Regression Methods
Generalized liner model (GLM)
Time Series Analysis