2. The Regression Model and Its Application in Forecasting

  1. Bovas Abraham and
  2. Johannes Ledolter

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316610.ch2

Statistical Methods for Forecasting

Statistical Methods for Forecasting

How to Cite

Abraham, B. and Ledolter, J. (1983) The Regression Model and Its Application in Forecasting, in Statistical Methods for Forecasting, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316610.ch2

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 19 SEP 1983

ISBN Information

Print ISBN: 9780471867647

Online ISBN: 9780470316610

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Keywords:

  • regression model;
  • regression analysis;
  • empirical evidence;
  • experimental variation;
  • statistical models

Summary

The prelims comprise:

  • The Regression Model

  • Prediction from Regression Models with Known Coefficients

  • Least Squares Estimates of Unknown Coefficients

  • Properties of Least Squares Estimators

  • Confidence Intervals and Hypothesis Testing

  • Prediction from Regression Models with Estimated Coefficients

  • Examples

  • Model Selection Techniques

  • Multicollinearity

  • Indicator Variables

  • General Principles of Statistical Model Building

  • Serial Correlation among the Errors

  • Weighted Least Squares