Forecasting With Dynamic Regression Models.
Journal of the American Statistical AssociationPublished 1 June 1993
Robert H. Shumway, Alan Pankratz
Citations383
SJR quartileQ1
SJR score4.10
SNIP3.08
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Abstract
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.
Keywords
Decision Sciences