Chapter 8: Advanced
forecasting models
- 8/1 Regression with ARIMA errors
- 8/1/1 Modeling procedure
- 8/1/2 Example: Japanese motor vehicle production
- 8/1/3 Example: Sales of petroleum and coal products
- 8/1/4 Forecasting
- 8/2 Dynamic regression models
- 8/2/1 Lagged explanatory variables
- 8/2/2 Koyck model
- 8/2/3 The basic forms of the dynamic regression model
- 8/2/4 Selecting the model order
- 8/2/5 Forecasting
- 8/2/6 Example: Housing starts
- 8/3 Intervention analysis
- 8/3/1 Step-based interventions
- 8/3/2 Pulse-based interventions
- 8/3/3 Further reading
- 8/3/4 Intervention models and forecasting
- 8/4 Multivariate autoregressive models
- 8/5 State space models
- 8/5/1 Some forecasting models in state space form
- 8/5/2 State space forecasting
- 8/5/3 The value of state space models
- 8/6 Non-linear models
- 8/7 Neural network forecasting
- References and selected bibliography
- Exercises
Back to outline of contents.