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.
Series: Wiley Series in Probability and Statistics
Number Of Pages: 400
Published: 24th October 1991
Publisher: John Wiley and Sons Ltd
Country of Publication: US
Dimensions (cm): 24.6 x 16.3 x 2.46
Edition Number: 1