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Book Cover
Book
Author Pankratz, Alan, 1944-

Title Forecasting with dynamic regression models / Alan Pankratz
Published New York : Wiley, [1991]
©1991

Copies

Location Call no. Vol. Availability
 MELB  519.55 PAN-F  TEMPORARILY UNAVAILABLE
Description xiii, 386 pages : illustrations ; 24 cm
Series Wiley series in probability and mathematical statistics.. Applied probability and statistics, 0271-6356
Wiley series in probability and mathematical statistics. Applied probability and statistics.
Contents Machine derived contents note: A Primer on ARIMA Models. -- A Primer on Regression Models. -- Rational Distributed Lag Models. -- Building Dynamic Regression Models: Model Identification. -- Building Dynamic Regression Models: Model Checking, Reformulation, and Evaluation. -- Intervention Analysis. -- Intervention and Outlier Detection and Treatment. -- Estimation and Forecasting. -- Dynamic Regression Models in a Vector ARMA Framework. -- Appendices. -- References. -- Index
Analysis Time series Analysis
Notes "A Wiley-Interscience publication."
Bibliography Includes bibliographical references (pages 376-380) and index
Subject Prediction theory.
Regression analysis.
Time-series analysis.
LC no. 91012484
ISBN 0471615285