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Forecasting with Dynamic Regression Models. Группа авторов
Математика.Информация о книге
Название Forecasting with Dynamic Regression Models
Год выпуска 0
isbn 9781118150788
Автор произведения Группа авторов
Жанр Математика
Издательство John Wiley & Sons Limited
Аннотация
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.