Stock image for illustration purposes only - book cover, edition or condition may vary.
Forecasting with Dynamic Regression Models
Alan Pankratz
€ 289.40
FREE Delivery in Ireland
Description for Forecasting with Dynamic Regression Models
Hardcover. 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. Series: Wiley Series in Probability and Statistics. Num Pages: 400 pages, Ill. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 241 x 165 x 29. Weight in Grams: 756.
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.
Product Details
Format
Hardback
Publication date
1991
Publisher
John Wiley and Sons Ltd United States
Number of pages
400
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
400
Place of Publication
, United States
ISBN
9780471615286
SKU
V9780471615286
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Alan Pankratz
Alan Pankratz is the author of Forecasting with Dynamic Regression Models, published by Wiley.
Reviews for Forecasting with Dynamic Regression Models