9780471615286-0471615285-Forecasting with Dynamic Regression Models

Forecasting with Dynamic Regression Models

ISBN-13: 9780471615286
ISBN-10: 0471615285
Edition: 1
Author: Pankratz, Alan
Publication date: 1991
Publisher: Wiley-Interscience
Format: Hardcover 400 pages
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Book details

ISBN-13: 9780471615286
ISBN-10: 0471615285
Edition: 1
Author: Pankratz, Alan
Publication date: 1991
Publisher: Wiley-Interscience
Format: Hardcover 400 pages

Summary

Acknowledged authors Pankratz, Alan wrote Forecasting with Dynamic Regression Models comprising 400 pages back in 1991. Textbook and eTextbook are published under ISBN 0471615285 and 9780471615286. Since then Forecasting with Dynamic Regression Models textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

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.

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