Description

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.

Forecasting with Dynamic Regression Models

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Hardback by Alan Pankratz

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One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to... Read more

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

    Number of Pages: 400

    Non Fiction , Mathematics & Science , Education

    Description

    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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