Forecasting With Dynamic Regression Models

Pankratz, Alan

ISBN 10: 0471615285 / ISBN 13: 9780471615286

Editore: Wiley-Interscience, 1991

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Dati bibliografici

• Titolo: Forecasting With Dynamic Regression Models
• Editore: Wiley-Interscience
• Data di pubblicazione: 1991
• Lingua: Inglese
• ISBN 10: 0471615285
• ISBN 13: 9780471615286
• Rilegatura: Rilegato
• Condizione: New

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

Alan Pankratz is the author of Forecasting with Dynamic Regression Models, published by Wiley.