Time Series Analysis in Political Science

Catalog description

This course provides students with a foundation in time series methods and to the applications of these methods in political science. PL SC 505 Time Series Analysis in Political Science (3) This course provides students with a foundation in time series methods and to the applications of these methods in political science. The initial focus of the course is descriptive analysis of time series, with attention given to developing an understanding of social processes that are inherently dynamic in nature and to how time series are measured. The focus then shifts to more rigorous univariate time series analysis with the introduction of linear difference equations as the foundation for understanding political dynamics, and the development of models for both stationary and nonstationary time series. The remainder of the course is devoted to an examination of traditional econometric analyses of time series using regression techniques, and an array of important topics in time series analysis including Granger causality, vector autoregression, and cointegration techniques. Students will learn the statistical theory underlying the methods of time series analysis, as well as how to apply and interpret those methods in practice.