24 cm. original cloth. 386 pp. diagrams, tables. references. index. "Wiley Series in probability and mathematical statistics". -(one corner slightly bumped, otherwise very good). 790g.

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Bibliographic Details

Title: Forecasting with dynamic regression models.
Publisher: Wiley, New York
Publication Date: 1991
Language: English
ISBN 10: 0471615285
ISBN 13: 9780471615286
Binding: Hardcover

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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