Time series analysis: regression techniques
Auteur :
Ostrom, Charles W.
Éditeur :
SAGE Publications Inc
ISBN :
9780803931350
Date de publication :
13 mars 1990
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
113 g
Format :
Trade paperback (UK)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The great advantage of time series regression analysis is that it can both explain the past and predict the future behavior of variables. This volume explores the regression (or structural equation) approach to the analysis of time series data. It also introduces the Box-Jenkins time series method in an attempt to bridge partially the gap between the two approaches.