A Primer on Statistical Analysis of Dynamical Systems in Historical Social Sciences (with a Particul...

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" A Primer on Statistical Analysis of Dynamical Systems in Historical Social Sciences (with a Particular Emphasis on Secular Cycles) "
Turchin, Peter

Document Type	:	AL
Record Number	:	937216
Doc. No	:	LA8qf3r56t
Language of Document	:	English
Main Entry	:	Turchin, Peter
Title & Author	:	A Primer on Statistical Analysis of Dynamical Systems in Historical Social Sciences (with a Particular Emphasis on Secular Cycles) [Article]\ Turchin, Peter
Title of Periodical	:	Structure and Dynamics
Volume/ Issue Number	:	1/1
Date	:	2005
Abstract	:	This primer explicates the conceptual foundations of the statistical approach to detecting dynamical feedbacks. It is assumed that we have time-series data on several aspects of the studied system. The basic idea of the approach is to regress discrete rates of change of measured variables on variables themselves. I discuss several issues involved in the analysis, such as how to select the appropriate time step, or the delay parameter. The goal of the analysis is to determine whether a particular predictor variable, or set of variables, has a statistically detectable effect on the response. This is accomplished by cross-validation.