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Forecasting with Dynamic Regression Models

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Forecasting with Dynamic Regression Models Alan Pankratz
Libristo kod: 04892532
Nakladnici John Wiley & Sons Inc, studeni 1991
This volume presents the basic concepts and practice of building, using and interpreting single equa... Cijeli opis
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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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Informacije o knjizi

Puni naziv Forecasting with Dynamic Regression Models
Autor Alan Pankratz
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 1991
Broj stranica 400
EAN 9780471615286
ISBN 0471615285
Libristo kod 04892532
Nakladnici John Wiley & Sons Inc
Težina 758
Dimenzije 165 x 234 x 28

Kategorija

Mathematics & Science > Mathematics > Probability & statistics
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