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Forecasting with Dynamic Regression Models: 236 (Wiley Series in Probability and Statistics) - Hardcover

Pankratz, Alan

 
9780471615286: Forecasting with Dynamic Regression Models: 236 (Wiley Series in Probability and Statistics)

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.

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About the Author

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

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