Forecasting with Dynamic Regression Models by Alan Pankratz

Forecasting with Dynamic Regression Models by Alan Pankratz

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Summary

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.

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Forecasting with Dynamic Regression Models by Alan Pankratz

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.

Alan Pankratz is the author of Forecasting with Dynamic Regression Models, published by Wiley.

SKU Unavailable
ISBN 13 9780471615286
ISBN 10 0471615285
Title Forecasting with Dynamic Regression Models
Author Alan Pankratz
Series Wiley Series In Probability And Statistics
Condition Unavailable
Publisher John Wiley & Sons Inc
Year published 1991-11-15
Number of pages 400
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable