| 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 |
|
