Forecasting with Dynamic Regression Models

English

Series: Wiley Series in Probability and Statistics Ser.

Volume: 236

ISBN: 1118150783

EAN: 9781118150788

Category: Mathematics / Probability & Statistics / Regression Analysis

Publisher: Wiley-Interscience

Release Date: 01/20/2012

Synopsis: 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.

Excerpt: Unknown Property Excerpt

Forecasting with Dynamic Regression Models

Illustrated: No

Format: eBook - PDF

Pages: 400