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Forecasting with Dynamic Regression Models

Name: Forecasting with Dynamic Regression Models
Brand: John Wiley & Sons Inc
SKU: 04892532
Price: 286.64 EUR
Availability: InStock
Author: Alan Pankratz
ISBN: 9780471615286

Alan Pankratz

Language

English

Book Hardback

Libristo code: 04892532

Publishers John Wiley & Sons Inc, November 1991

This volume presents the basic concepts and practice of building, using and interpreting single equa... Full description

Libristo code: 04892532

693 b

286.64 €

560.62 лв

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This volume presents the basic concepts and practice of building, using and interpreting single equation dynamic regression models (also called transfer function and intervention models). The book is a companion volume to "Forecasting with Univariate Box-Jenkins Models", published in 1983. The emphasis of the book is on applications. It pulls together time series in the Box-Jenkins tradition that are important for the informed practice of single equation regression forecasting. Special attention is given to possible dynamic patterns - distributed lag responses of the output series to the input series, and the auto- correlation patterns of the regression disturbance.