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 ...
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 ...
To find approximations for bias, variance and mean-squared error of least-squares estimators for all coefficients in a linear dynamic regression model with a unit ...
Use the Dynamic Regression Specification window to specify a dynamic regression or transfer function model for the effect of the predictor variable. It is invoked from the Dynamic Regressors Selection ...