Forecasting with Dynamic Regression Models 2024 pdf epub mobi 电子书

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发表于2024-05-18

Forecasting with Dynamic Regression Models 2024 pdf epub mobi 电子书

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出版者:

作者:Pankratz, Alan

出品人:

页数:400

译者:

出版时间:1991-10

价格:0

装帧:

isbn号码:9780471615286

丛书系列:

图书标签: 贝叶斯方法 textbook統計 @網

Forecasting with Dynamic Regression Models 2024 pdf epub mobi 电子书图书描述

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.

Forecasting with Dynamic Regression Models 2024 pdf epub mobi 电子书

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