Forecasting with dynamic regression models /
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 spec...
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| Format: | eBook |
| Language: | English |
| Language Notes: | English. |
| Published: |
New York :
Wiley,
©1991.
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| Series: | Wiley series in probability and mathematical statistics. Applied probability and statistics.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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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| Physical Description: | 1 online resource (xiii, 386 pages) : illustrations |
| Format: | Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |
| Bibliography: | Includes bibliographical references (pages 376-380) and index. |
| ISBN: | 9781118150528 111815052X 9781118150788 1118150783 9786613446121 6613446122 |
| ISSN: | 0271-6356 |