Frequency domain estimation and tests of hypotheses are considered for a general multivariate distributed lag regression model. The usual vector of regression functions is replaced by a matrix of ...
A methodology is introduced for identifying dynamic regression or distributed lag models relating two time series. First, specification of a bivariate time-series model is discussed, and its ...
The Dynamic Regressor option allows you to specify a complex time series model of the way that a predictor variable influences the series that you are forecasting. When you specify a predictor ...
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