rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Forecasting with dynamic regression models
  name:
    name part: Pankratz, Alan
    name part: 1944-
    role:
      role term: creator
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nyu
    place:
      place term: New York
    publisher: Wiley
    date issued: ©1991
    date issued: 1991
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xiii, 386 pages) : illustrations
  abstract: 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.
  table of contents: Front Matter -- Introduction and Overview -- A Primer on ARIMA Models -- A Primer on Regression Models -- Rational Distributed Lag Models -- Building Dynamic Regression Models: Model Identification -- Building Dynamic Regression Models: Model Checking, Reformulation and Evaluation -- Intervention Analysis -- Intervention and Outlier Detection and Treatment -- Estimation and Forecasting -- Dynamic Regression Models in a Vector ARMA Framework -- Appendix: Tables -- Data Appendix -- References -- Index -- Wiley Series in Probability and Mathematical Statistics.
  note: Alan Pankratz.
  note: Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010. MiAaHDL
  note: 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. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
  note: digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL
  note: Includes bibliographical references (pages 376-380) and index.
  note: English.
  subject:
    topic: Time-series analysis
  subject:
    topic: Regression analysis
  subject:
    topic: Prediction theory
  subject:
    topic: Regression Analysis
  classification: QA280 .P368 1991
  classification: 519.5/5
  classification: 31.73
  classification: 83.03
  classification: 15
  related item:
    title info:
      title: Forecasting with dynamic regression models
    name:
      name part: Pankratz, Alan, 1944-
    origin info:
      publisher: New York : Wiley, ©1991
    identifier: (DLC) 91012484
  related item:
    title info:
      title: Wiley series in probability and mathematical statistics
      part name: Applied probability and statistics
  identifier: 9781118150528
  identifier: 111815052X
  identifier: 9781118150788
  identifier: 1118150783
  identifier: 0471615285
  identifier: 9780471615286
  identifier: 9786613446121
  identifier: 6613446122
  identifier: 91012484
  identifier: 10.1002/9781118150528 Wiley InterScience
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: NhCcYBP
    record creation date: 120309
    record change date: 20260214233356.5
    record identifier: in00004679457
    language of cataloging:
      language term: eng