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Dear customers, due to a public holiday, customer support is not available today. We will attend to your requests the next business day. Thank you for your understanding.
Forecasting with Dynamic Regression Models
Language
English
English
Book
Hardback
This volume presents the basic concepts and practice of building, using and interpreting single equa...
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Libristo code: 04892532
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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.
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About the book
Full name
Forecasting with Dynamic Regression Models
Author
Alan Pankratz
Language
English
English
Binding
Book - Hardback
Date of issue
1991
Number of pages
400
EAN
9780471615286
ISBN
0471615285
Libristo code
04892532
Publishers
John Wiley & Sons Inc
Weight
758
Dimensions
165 x 234 x 28
Categories
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