Forecasting with Dynamic Regression Models - Info and Reading Options
By Alan Pankratz
"Forecasting with Dynamic Regression Models" was published by Wiley & Sons, Incorporated, John in 2012 - New York, it has 386 pages and the language of the book is English.
“Forecasting with Dynamic Regression Models” Metadata:
- Title: ➤ Forecasting with Dynamic Regression Models
- Author: Alan Pankratz
- Language: English
- Number of Pages: 386
- Publisher: ➤ Wiley & Sons, Incorporated, John
- Publish Date: 2012
- Publish Location: New York
“Forecasting with Dynamic Regression Models” Subjects and Themes:
- Subjects: Time-series analysis - Regression analysis - Prediction theory
Edition Specifications:
- Pagination: 400
Edition Identifiers:
- The Open Library ID: OL36791621M - OL21485632W
- ISBN-13: 9781118150528 - 9781118150788
- All ISBNs: 9781118150528 - 9781118150788
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"Forecasting with Dynamic Regression Models" Description:
Open Data:
Front Matter -- Introduction and Overview -- A Primer on ARIMA Models -- A Primer on Regression Models -- Rational Distributed Lag Models -- Building Dynamic Regression Models: Model Identification -- Building Dynamic Regression Models: Model Checking, Reformulation and Evaluation -- Intervention Analysis -- Intervention and Outlier Detection and Treatment -- Estimation and Forecasting -- Dynamic Regression Models in a Vector ARMA Framework -- Appendix: Tables -- Data Appendix -- References -- Index -- Wiley Series in Probability and Mathematical Statistics
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