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"Forecasting with dynamic regression models" was published by Wiley in 2010 - New York and it has 386 pages.


“Forecasting with dynamic regression models” Metadata:

  • Title: ➤  Forecasting with dynamic regression models
  • Number of Pages: 386
  • Publisher: Wiley
  • Publish Date:
  • Publish Location: New York

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"Forecasting with dynamic regression models" Description:

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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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