Idiographic data analysis: Quantitative methods-from simple to advanced

Time series analysis is a technique which can be used to model a large number of repeated measurements taken from a single case. This makes it a valuable approach for social scientists who are interested in idiographic data analysis. A fundamental time series model is the autoregressive moving average (ARMA) model. In this chapter we introduce the reader to the ARMA model and several extensions of it, including nonstationary models, multivariate models and nonlinear models. The focus is on the utility of these techniques for social scientists and we discuss existing applications within the social sciences to illustrate this. In the discussion we indicate how these techniques can be extended to handle multiple cases, and we briefly touch upon some valuable time series techniques which could not be treated in the current chapter.