Forecasting with Dynamic Regression Models

Alan Pankratz is the author of Forecasting with Dynamic Regression Models, published by Wiley.

• 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.