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.... of Information Theory a#39;DOOB a#39; Stochastic Processes DUDEWICZ and MISHRA - Modern Mathematical Statistics EATON - Multivariate ... Volume II, Second Edition FULLER a#39; Introduction to Statistical Time Series FULLER a#39; Measurement Error Models GlFl - Nonlinear ... MUIRHEAD - Aspects of Multivariate Statistical Theory OLIVER and SMITH a#39; Influence Diagrams, Belief Nets and Decision Analysisanbsp;...
Title | : | Forecasting with Dynamic Regression Models |
Author | : | Alan Pankratz |
Publisher | : | John Wiley & Sons - 2012-01-20 |
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