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.
發表於2024-12-23
Forecasting with Dynamic Regression Models 2024 pdf epub mobi 電子書 下載
圖書標籤: 貝葉斯 方法 textbook統計 @網
讀起來和小說一樣,放不下來。
評分讀起來和小說一樣,放不下來。
評分讀起來和小說一樣,放不下來。
評分讀起來和小說一樣,放不下來。
評分讀起來和小說一樣,放不下來。
Forecasting with Dynamic Regression Models 2024 pdf epub mobi 電子書 下載