Del 236 - Wiley Series in Probability and Statistics

Forecasting with Dynamic Regression Models

Inbunden, Engelska, 1991

Av Alan Pankratz, Pankratz

3 969 kr

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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.

Produktinformation

Utgivningsdatum1991-11-15
Mått163 x 246 x 25 mm
Vikt631 g
FormatInbunden
SpråkEngelska
SerieWiley Series in Probability and Statistics
Antal sidor408
FörlagJohn Wiley & Sons Inc
ISBN9780471615286

Tillhör följande kategorier

Matematisk statistik inom Naturvetenskap och teknik

A Primer on ARIMA Models. A Primer on Regression Models. Rational Distributed Lag Models. Building Dynamic Regression Models: Model Identification. Building Dynamic Regression Models: Model Checking, Reformulation,and Evaluation. Intervention Analysis. Intervention and Outlier Detection and Treatment. Estimation and Forecasting. Dynamic Regression Models in a Vector ARMA Framework. Appendices. References. Index.

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