Publication
A Primer on Statistical Analysis of Dynamical Systems in Historical Social Sciences (with a Particular Emphasis on Secular Cycles)
Authors
Peter Turchin
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.
Journal
Structure and Dynamics: eJournal of Anthropological and Related Sciences
Publication Details
Vol. 1 · No. 1
Cite This Publication
Peter Turchin. (2005). A Primer on Statistical Analysis of Dynamical Systems in Historical Social Sciences (with a Particular Emphasis on Secular Cycles). Structure and Dynamics: eJournal of Anthropological and Related Sciences, 1(1). https://doi.org/10.5070/sd911003265
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