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Forecasting with Dynamic Regression Models on Hardback by Alan Pankratz
Forecasting with Dynamic Regression Models on Hardback by Alan Pankratz
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Forecasting with Dynamic Regression Models

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Description

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.

Author Biography:

Alan Pankratz is the author of Forecasting with Dynamic Regression Models, published by Wiley.
Release date Australia
November 15th, 1991
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Pages
400
Dimensions
163x246x25
ISBN-13
9780471615286
Product ID
3082846

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