Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

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Bibliographic Details

Title

Forecasting with Dynamic Regression Models (Hardcover)

Publisher

John Wiley & Sons Inc, New York

Publication Date

1991

Language

English

ISBN 10

0471615285

ISBN 13

9780471615286

Binding

Hardcover

Edition

1st Edition

Condition

new

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About this title

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.

About the Author

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

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