Description

Book Synopsis
This study presents the concepts and practice of interpreting single equation dynamic regression models. Emphasis is placed on possible dynamic patterns, such as distributed lag responses of the output series to the input series and the auto-correlation patterns of the regression disturbance.

Table of Contents
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.

Forecasting with Dynamic Regression Models

    Product form

    £209.66

    Includes FREE delivery

    RRP £232.95 – you save £23.29 (9%)

    Order before 4pm tomorrow for delivery by Thu 6 Aug 2026.

    A Hardback by Alan Pankratz

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Forecasting with Dynamic Regression Models by Alan Pankratz

      Publisher: John Wiley & Sons Inc
      Publication Date: Publication Date: 15/11/1991
      ISBN13: 9780471615286, 978-0471615286
      ISBN10: 0471615285

      Description

      Book Synopsis
      This study presents the concepts and practice of interpreting single equation dynamic regression models. Emphasis is placed on possible dynamic patterns, such as distributed lag responses of the output series to the input series and the auto-correlation patterns of the regression disturbance.

      Table of Contents
      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.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account