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Forecasting with Dynamic Regression Models

About Forecasting with Dynamic Regression Models

This study presents the concepts and practice of interpreting single equation dynamic regression models. Emphasis is placed on possible dynamic patterns, such as distributed lag responses of the output series to the input series and the auto-correlation patterns of the regression disturbance.

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  • Language:
  • English
  • ISBN:
  • 9780471615286
  • Binding:
  • Hardback
  • Pages:
  • 400
  • Published:
  • November 14, 1991
  • Dimensions:
  • 163x246x25 mm.
  • Weight:
  • 631 g.
Delivery: 2-4 weeks
Expected delivery: November 29, 2024

Description of Forecasting with Dynamic Regression Models

This study presents the concepts and practice of interpreting single equation dynamic regression models. Emphasis is placed on possible dynamic patterns, such as distributed lag responses of the output series to the input series and the auto-correlation patterns of the regression disturbance.

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