Książka Forecasting with Dynamic Regression Models Alan Pankratz

Forecasting with Dynamic Regression Models

Autor: Alan Pankratz
Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
1 065.24
This volume presents the basic concepts and practice of building, using and interpreting single equa...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
1991
strony
400
EAN
9780471615286
ISBN
0471615285
Enbook ID
04892532
Waga
758
Wymiary
165 x 234 x 28

Pełny opis

This volume presents the basic concepts and practice of building, using and interpreting single equation dynamic regression models (also called transfer function and intervention models). The book is a companion volume to "Forecasting with Univariate Box-Jenkins Models", published in 1983. The emphasis of the book is on applications. It pulls together time series in the Box-Jenkins tradition that are important for the informed practice of single equation regression forecasting. Special attention is given to possible dynamic patterns - distributed lag responses of the output series to the input series, and the auto- correlation patterns of the regression disturbance.

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