Forecasting with Dynamic Regression Models
Seiten
1991
Wiley-Interscience (Verlag)
978-0-471-61528-6 (ISBN)
Wiley-Interscience (Verlag)
978-0-471-61528-6 (ISBN)
This study presents the concepts and practice of interpreting single equation dynamic regression models. Emphasis is placed on possible dynamic patterns, such as distributed lag responses of the output series to the input series and the auto-correlation patterns of the regression disturbance.
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.
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.
Alan Pankratz is the author of Forecasting with Dynamic Regression Models, published by Wiley.
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.
Appendices.
References.
Index.
| Erscheint lt. Verlag | 15.11.1991 |
|---|---|
| Reihe/Serie | Wiley Series in Probability and Statistics |
| Sprache | englisch |
| Maße | 163 x 246 mm |
| Gewicht | 631 g |
| Themenwelt | Mathematik / Informatik ► Mathematik |
| ISBN-10 | 0-471-61528-5 / 0471615285 |
| ISBN-13 | 978-0-471-61528-6 / 9780471615286 |
| Zustand | Neuware |
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