Forecasting with Dynamic Regression Models
Copyright © 1991 John Wiley & Sons, Inc. All rights reserved.
Author(s): Alan Pankratz
Published Online: 30 JAN 2012 09:52AM EST
Print ISBN: 9780471615286
Online ISBN: 9781118150528
Book Series: Wiley Series in Probability and Statistics
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.