Forecasting with Dynamic Regression Models

Pankratz, Alan

ISBN 10: 0471615285 ISBN 13: 9780471615286

Editore: Wiley-Interscience, 1991

Lingua: Inglese

Condizione: Usato - Buono Rilegato

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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: Hardcover
Edizione: First Edition.
Condizione: Good
Condizione della sovraccoperta: Good

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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.

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