{"product_id":"forecasting-with-dynamic-regression-models-hardback-9780471615286","title":"Forecasting with Dynamic Regression Models (Hardback) 9780471615286","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eForecasting with Dynamic Regression Models\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eAlan Pankratz (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780471615286, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 15 November 1991\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e408 pages\u003cbr\u003e24.6 x 16.3 x 2.5 cm, 0.631 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eOne 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.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eA Primer on ARIMA Models.\u003cbr\u003e \u003cbr\u003e A Primer on Regression Models.\u003cbr\u003e \u003cbr\u003e Rational Distributed Lag Models.\u003cbr\u003e \u003cbr\u003e Building Dynamic Regression Models: Model Identification.\u003cbr\u003e \u003cbr\u003e Building Dynamic Regression Models: Model Checking, Reformulation,and Evaluation.\u003cbr\u003e \u003cbr\u003e Intervention Analysis.\u003cbr\u003e \u003cbr\u003e Intervention and Outlier Detection and Treatment.\u003cbr\u003e \u003cbr\u003e Estimation and Forecasting.\u003cbr\u003e \u003cbr\u003e Dynamic Regression Models in a Vector ARMA Framework.\u003cbr\u003e \u003cbr\u003e Appendices.\u003cbr\u003e \u003cbr\u003e References.\u003cbr\u003e \u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Interscience","offers":[{"title":"Brand New","offer_id":52501411135768,"sku":"9780471615286","price":186.49,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780471615286.jpg?v=1786236427","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/forecasting-with-dynamic-regression-models-hardback-9780471615286","provider":"Freshly Printed Books","version":"1.0","type":"link"}