Forecasting with Dynamic Regression Models (Innbundet)

Serie: Wiley Series in Probability and Statistics 


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Innbinding: Innbundet
Utgivelsesår: 1991
Antall sider: 400
Forlag: John Wiley and Sons Ltd
Språk: Engelsk
Serie: Wiley Series in Probability and Statistics
ISBN/EAN: 9780471615286
Omtale: Forecasting with Dynamic Regression Models
This volume presents the basic concepts and practice of building, using and interpreting single equation dynamic regression models (also called transfer function and intervention models). The book is a companion volume to "Forecasting with Univariate Box-Jenkins Models", published in 1983. The emphasis of the book is on applications. It pulls together time series in the Box-Jenkins tradition that are important for the informed practice of single equation regression forecasting. Special attention is given to possible dynamic patterns - distributed lag responses of the output series to the input series, and the auto- correlation patterns of the regression disturbance.

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