UID:
almafu_9959328014802883
Format:
1 online resource (xiii, 386 pages) :
,
illustrations
Edition:
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
ISBN:
9781118150528
,
111815052X
,
9781118150788
,
1118150783
Series Statement:
Wiley series in probability and mathematical statistics. Applied probability and statistics,
Content:
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.
Note:
Front Matter -- Introduction and Overview -- 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 -- Appendix: Tables -- Data Appendix -- References -- Index -- Wiley Series in Probability and Mathematical Statistics.
,
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Additional Edition:
Print version: Pankratz, Alan, 1944- Forecasting with dynamic regression models. New York : Wiley, ©1991 ISBN 0471615285
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118150528
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118150528
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118150528
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