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| Publisher | Wiley-Interscience |
| Author | Alan Pankratz |
| Language | English |
| About the Author | Alan Pankratz is the author of Forecasting with Dynamic Regression Models, published by Wiley. |
| ISBN 13 | 9780471615286 |
| Book Format | Hardcover |
| Book Description | 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. |
| Number of Pages | 400 |
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