Forecasting with Dynamic Regression Models (Innbundet)

Serie: Wiley Series in Probability and Statistics 

Forfatter:

Forfatter:
Innbinding: Innbundet
Utgivelsesår: 1991
Antall sider: 400
Forlag: John Wiley and Sons Ltd
Språk: Engelsk
Serie:
ISBN/EAN: 9780471615286
Omtale Forecasting with Dynamic Regression Models
One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.

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