Forecasting with Dynamic Regression Models

Forecasting with Dynamic Regression Models

Author(s): Alan Pankratz

Published Online: 30 JAN 2012 09:52AM EST

Print ISBN: 9780471615286

Online ISBN: 9781118150528

DOI: 10.1002/9781118150528

About this Book

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

    1. You have free access to this content
    2. You have free access to this content
    3. You have free access to this content
    4. You have free access to this content
    5. You have free access to this content
    6. You have free access to this content

SEARCH