Forecasting with Dynamic Regression Models by Alan PankratzForecasting with Dynamic Regression Models by Alan Pankratz

Forecasting with Dynamic Regression Models

byAlan Pankratz

Hardcover | October 24, 1991

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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.
Title:Forecasting with Dynamic Regression ModelsFormat:HardcoverDimensions:400 pages, 9.69 × 6.42 × 0.97 inPublished:October 24, 1991Publisher:Wiley

The following ISBNs are associated with this title:

ISBN - 10:0471615285

ISBN - 13:9780471615286

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Table of Contents

A Primer on ARIMA Models.

A Primer on Regression Models.

Rational Distributed Lag Models.

Building Dynamic Regression Models: Model Identification.

Building Dynamic Regression Models: Model Checking, Reformulation, and Evaluation.

Intervention Analysis.

Intervention and Outlier Detection and Treatment.

Estimation and Forecasting.

Dynamic Regression Models in a Vector ARMA Framework.

Appendices.

References.

Index.