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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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Forecasting with Dynamic Regression Models
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Forecast With Dynamic Regression Models
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Forecasting with Dynamic Regression Models: 236 (Wiley Series in Probability and Statistics)
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Forecasting with Dynamic Regression Models. Wiley Series in Probability and Mathematical Statistics
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Forecasting with dynamic regression models.
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Forecast With Dynamic Regression Models
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Forecasting with Dynamic Regression Models 236 (Wiley Series in Probability and Statistics)
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John Wiley and Sons, New York, 1991
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ISBN 13: 9780471615286
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