Time Series Analysis

Regression Techniques

By: Charles W. Ostrom

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Paperback | 1 January 1990 | Edition Number 2

At a Glance

Paperback
96 Pages

Edition Type
Revised

Dimensions(cm)
14.1 x 21.4 x 0.9

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The great advantage of time series regression analysis is that it can both explain the past and predict the future behavior of variables. This volume explores the regression (or structural equation) approach to the analysis of time series data. It also introduces the Box-Jenkins time series method in an attempt to bridge partially the gap between the two approaches.

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