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Introduction to linear regression analysis / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining ; prepared by Ann G. Ryan
| Introduction to linear regression analysis / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining ; prepared by Ann G. Ryan |
| Autore | Montgomery Douglas C. |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2013 |
| Descrizione fisica | 1 online resource : illustrations |
| Disciplina | 519.536 |
| Soggetto topico | Regression analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-64076-4
1-118-64080-2 1-118-54850-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half Title page; Title page; Copyright page; Preface; Chapter 2: Simple Linear Regression; Chapter 3: Multiple Linear Regression; Chapter 4: Model Adequacy Checking; Chapter 5: Transformations and Weighting to Correct Model Inadequacies; Chapter 6: Diagnostics for Leverage and Influence; Chapter 7: Polynomial Regression Models; Chapter 8: Indicator Variables; Chapter 9: Multicollinearity; Chapter 10: Variable Selection and Model Building; Chapter 11: Validation of Regression Models; Chapter 12: Introduction to Nonlinear Regression; Chapter 13: Generalized Linear Models
Chapter 14: Regression Analysis of Time Series DataChapter 15: Other Topics in the Use of Regression Analysis |
| Record Nr. | UNINA-9910463195403321 |
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to linear regression analysis / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining
| Introduction to linear regression analysis / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining |
| Autore | Montgomery Douglas C. |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons Ltd, , 2012 |
| Descrizione fisica | 1 online resource |
| Disciplina | 519.5/36 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico | Regression analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-18017-1
1-118-62736-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Series; Title Page; Copyright; PREFACE; CHAPTER 1: INTRODUCTION; 1.1 REGRESSION AND MODEL BUILDING; 1.2 DATA COLLECTION; 1.3 USES OF REGRESSION; 1.4 ROLE OF THE COMPUTER; CHAPTER 2: SIMPLE LINEAR REGRESSION; 2.1 SIMPLE LINEAR REGRESSION MODEL; 2.2 LEAST - SQUARES ESTIMATION OF THE PARAMETERS; 2.3 HYPOTHESIS TESTING ON THE SLOPE AND INTERCEPT; 2.4 INTERVAL ESTIMATION IN SIMPLE LINEAR REGRESSION; 2.5 PREDICTION OF NEW OBSERVATIONS; 2.6 COEFFICIENT OF DETERMINATION; 2.7 A SERVICE INDUSTRY APPLICATION OF REGRESSION; 2.8 USING SAS® AND R FOR SIMPLE LINEAR REGRESSION
2.9 SOME CONSIDERATIONS IN THE USE OF REGRESSION2.10 REGRESSION THROUGH THE ORIGIN; 2.11 ESTIMATION BY MAXIMUM LIKELIHOOD; 2.12 CASE WHERE THE REGRESSOR X IS RANDOM; PROBLEMS; CHAPTER 3: MULTIPLE LINEAR REGRESSION; 3.1 MULTIPLE REGRESSION MODELS; 3.2 ESTIMATION OF THE MODEL PARAMETERS; 3.3 HYPOTHESIS TESTING IN MULTIPLE LINEAR REGRESSION; 3.4 CONFIDENCE INTERVALS IN MULTIPLE REGRESSION; 3.5 PREDICTION OF NEW OBSERVATIONS; 3.6 A MULTIPLE REGRESSION MODEL FOR THE PATIENT SATISFACTION DATA; 3.7 USING SAS AND R FOR BASIC MULTIPLE LINEAR REGRESSION; 3.8 HIDDEN EXTRAPOLATION IN MULTIPLE REGRESSION 3.9 STANDARDIZED REGRESSION COEFFLCIENTS3.10 MULTICOLLINEARITY; 3.11 WHY DO REGRESSION COEFFICIENTS HAVE THE WRONG SIGN?; PROBLEMS; CHAPTER 4: MODEL ADEQUACY CHECKING; 4.1 INTRODUCTION; 4.2 RESIDUAL ANALYSIS; 4.3 PRESS STATISTIC; 4.4 DETECTION AND TREATMENT OF OUTLIERS; 4.5 LACK OF FIT OF THE REGRESSION MODEL; PROBLEMS; CHAPTER 5: TRANSFORMATIONS AND WEIGHTING TO CORRECT MODEL INADEQUACIES; 5.1 INTRODUCTION; 5.2 VARIANCE - STABILIZING TRANSFORMATIONS; 5.3 TRANSFORMATIONS TO LINEARIZE THE MODEL; 5.4 ANALYTICAL METHODS FOR SELECTING A TRANSFORMATION; 5.5 GENERALIZED AND WEIGHTED LEAST SQUARES 5.6 REGRESSION MODELS WITH RANDOM EFFECTSPROBLEMS; CHAPTER 6: DIAGNOSTICS FOR LEVERAGE AND INFLUENCE; 6.1 IMPORTANCE OF DETECTING INFLUENTIAL OBSERVATIONS; 6.2 LEVERAGE; 6.3 MEASURES OF INFLUENCE: COOK'S D; 6.4 MEASURES OF INFLUENCE: DFFITS AND DFBETAS; 6.5 A MEASURE OF MODEL PERFORMANCE; 6.6 DETECTING GROUPS OF INFLUENTIAL OBSERVATIONS; 6.7 TREATMENT OF INFLUENTIAL OBSERVATIONS; PROBLEMS; CHAPTER 7: POLYNOMIAL REGRESSION MODELS; 7.1 INTRODUCTION; 7.2 POLYNOMIAL MODELS IN ONE VARIABLE; 7.3 NONPARAMETRIC REGRESSION; 7.4 POLYNOMIAL MODELS IN TWO OR MORE VARIABLES; 7.5 ORTHOGONAL POLYNOMIALS PROBLEMSCHAPTER 8: INDICATOR VARIABLES; 8.1 GENERAL CONCEPT OF INDICATOR VARIABLES; 8.2 COMMENTS ON THE USE OF INDICATOR VARIABLES; 8.3 REGRESSION APPROACH TO ANALYSIS OF VARIANCE; PROBLEMS; CHAPTER 9: MULTICOLLINEARITY; 9.1 INTRODUCTION; 9.2 SOURCES OF MULTICOLLINEARITY; 9.3 EFFECTS OF MULTICOLLINEARITY; 9.4 MULTICOLLINEARITY DIAGNOSTICS; 9.5 METHODS FOR DEALING WITH MULTICOLLINEARITY; 9.6 USING SAS TO PERFORM RIDGE AND PRINCIPAL-COMPONENT REGRESSION; PROBLEMS; CHAPTER 10: VARIABLE SELECTION AND MODEL BUILDING; 10.1 INTRODUCTION; 10.2 COMPUTATIONAL TECHNIQUES FOR VARIABLE SELECTION 10.3 STRATEGY FOR VARIABLE SELECTION AND MODEL BUILDING |
| Record Nr. | UNINA-9910464198603321 |
|
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : John Wiley & Sons Ltd, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to linear regression analysis / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining
| Introduction to linear regression analysis / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining |
| Autore | Montgomery Douglas C. |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons Ltd, , 2012 |
| Descrizione fisica | 1 online resource (679 pages) : illustrations |
| Disciplina | 519.5/36 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico | Regression analysis |
| ISBN |
1-119-18017-1
1-118-62736-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910796098503321 |
|
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : John Wiley & Sons Ltd, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to linear regression analysis / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining
| Introduction to linear regression analysis / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining |
| Autore | Montgomery Douglas C. |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons Ltd, , 2012 |
| Descrizione fisica | 1 online resource (679 pages) : illustrations |
| Disciplina | 519.5/36 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico | Regression analysis |
| ISBN |
1-119-18017-1
1-118-62736-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910819633603321 |
|
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : John Wiley & Sons Ltd, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to time series analysis and forecasting / / Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci
| Introduction to time series analysis and forecasting / / Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci |
| Autore | Montgomery Douglas C. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (671 p.) |
| Disciplina | 519.55 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Time-series analysis
Forecasting |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-118-74522-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910460468003321 |
|
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to time series analysis and forecasting / / Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci
| Introduction to time series analysis and forecasting / / Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci |
| Autore | Montgomery Douglas C. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (671 p.) |
| Disciplina | 519.55 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Forecasting
Time-series analysis |
| ISBN | 1-118-74522-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Introduction to Time Series Analysis and Forecasting -- Contents -- Preface -- 1 Introduction to Forecasting -- 1.1 The Nature and Uses of Forecasts -- 1.2 Some Examples of Time Series -- 1.3 The Forecasting Process -- 1.4 Data for Forecasting -- 1.4.1 The Data Warehouse -- 1.4.2 Data Cleaning -- 1.4.3 Imputation -- 1.5 Resources for Forecasting -- Exercises -- 2 Statistics Background for Forecasting -- 2.1 Introduction -- 2.2 Graphical Displays -- 2.2.1 Time Series Plots -- 2.2.2 Plotting Smoothed Data -- 2.3 Numerical Description of Time Series Data -- 2.3.1 Stationary Time Series -- 2.3.2 Autocovariance and Autocorrelation Functions -- 2.3.3 The Variogram -- 2.4 Use of Data Transformations and Adjustments -- 2.4.1 Transformations -- 2.4.2 Trend and Seasonal Adjustments -- 2.5 General Approach to Time Series Modeling and Forecasting -- 2.6 Evaluating and Monitoring Forecasting Model Performance -- 2.6.1 Forecasting Model Evaluation -- 2.6.2 Choosing Between Competing Models -- 2.6.3 Monitoring a Forecasting Model -- 2.7 R Commands for Chapter 2 -- Exercises -- 3 Regression Analysis and Forecasting -- 3.1 Introduction -- 3.2 Least Squares Estimation in Linear Regression Models -- 3.3 Statistical Inference in Linear Regression -- 3.3.1 Test for Significance of Regression -- 3.3.2 Tests on Individual Regression Coefficients and Groups of Coefficients -- 3.3.3 Confidence Intervals on Individual Regression Coefficients -- 3.3.4 Confidence Intervals on the Mean Response -- 3.4 Prediction of New Observations -- 3.5 Model Adequacy Checking -- 3.5.1 Residual Plots -- 3.5.2 Scaled Residuals and PRESS -- 3.5.3 Measures of Leverage and Influence -- 3.6 Variable Selection Methods in Regression -- 3.7 Generalized and Weighted Least Squares -- 3.7.1 Generalized Least Squares -- 3.7.2 Weighted Least Squares -- 3.7.3 Discounted Least Squares.
3.8 Regression Models for General Time Series Data -- 3.8.1 Detecting Autocorrelation: The Durbin-Watson Test -- 3.8.2 Estimating the Parameters in Time Series Regression Models -- 3.9 Econometric Models -- 3.10 R Commands for Chapter 3 -- Exercises -- 4 Exponential Smoothing Methods -- 4.1 Introduction -- 4.2 First-Order Exponential Smoothing -- 4.2.1 The Initial Value, -- 4.2.2 The Value of l -- 4.3 Modeling Time Series Data -- 4.4 Second-Order Exponential Smoothing -- 4.5 Higher-Order Exponential Smoothing -- 4.6 Forecasting -- 4.6.1 Constant Process -- 4.6.2 Linear Trend Process -- 4.6.3 Estimation of -- 4.6.4 Adaptive Updating of the Discount Factor -- 4.6.5 Model Assessment -- 4.7 Exponential Smoothing for Seasonal Data -- 4.7.1 Additive Seasonal Model -- 4.7.2 Multiplicative Seasonal Model -- 4.8 Exponential Smoothing of Biosurveillance Data -- 4.9 Exponential Smoothers and Arima Models -- 4.10 R Commands for Chapter 4 -- Exercises -- 5 Autoregressive Integrated Moving Average (ARIMA) Models -- 5.1 Introduction -- 5.2 Linear Models for Stationary Time Series -- 5.2.1 Stationarity -- 5.2.2 Stationary Time Series -- 5.3 Finite Order Moving Average Processes -- 5.3.1 The First-Order Moving Average Process, MA(1) -- 5.3.2 The Second-Order Moving Average Process, MA(2) -- 5.4 Finite Order Autoregressive Processes -- 5.4.1 First-Order Autoregressive Process, AR(1) -- 5.4.2 Second-Order Autoregressive Process, AR(2) -- 5.4.3 General Autoregressive Process, AR() -- 5.4.4 Partial Autocorrelation Function, PACF -- 5.5 Mixed Autoregressive-Moving Average Processes -- 5.5.1 Stationarity of ARMA(p, q) Process -- 5.5.2 Invertibility of ARMA(p, q) Process -- 5.5.3 ACF and PACF of ARMA(p, q) Process -- 5.6 Nonstationary Processes -- 5.6.1 Some Examples of ARIMA(p, d, q) Processes -- 5.7 Time Series Model Building -- 5.7.1 Model Identification. 5.7.2 Parameter Estimation -- 5.7.3 Diagnostic Checking -- 5.7.4 Examples of Building ARIMA Models -- 5.8 Forecasting Arima Processes -- 5.9 Seasonal Processes -- 5.10 Arima Modeling of Biosurveillance Data -- 5.11 Final Comments -- 5.12 R Commands for Chapter 5 -- Exercises -- 6 Transfer Functions and Intervention Models -- 6.1 Introduction -- 6.2 Transfer Function Models -- 6.3 Transfer Function-Noise Models -- 6.4 Cross-Correlation Function -- 6.5 Model Specification -- 6.6 Forecasting with Transfer Function-Noise Models -- 6.7 Intervention Analysis -- 6.8 R Commands for Chapter 6 -- Exercises -- 7 Survey of Other Forecasting Methods -- 7.1 Multivariate Time Series Models and Forecasting -- 7.1.1 Multivariate Stationary Process -- 7.1.2 Vector ARIMA Models -- 7.1.3 Vector AR (VAR) Models -- 7.2 State Space Models -- 7.3 Arch and Garch Models -- 7.4 Direct Forecasting of Percentiles -- 7.5 Combining Forecasts to Improve Prediction Performance -- 7.6 Aggregation and Disaggregation of Forecasts -- 7.7 Neural Networks and Forecasting -- 7.8 Spectral Analysis -- 7.9 Bayesian Methods in Forecasting -- 7.10 Some Comments on Practical Implementation and Use of Statistical Forecasting Procedures -- 7.11 R Commands for Chapter 7 -- Exercises -- APPENDIX A Statistical Tables -- APPENDIX B Data Sets for Exercises -- APPENDIX C Introduction to R -- BASIC CONCEPTS IN R -- Bibliography -- Index -- EULA. |
| Record Nr. | UNINA-9910797021503321 |
|
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to time series analysis and forecasting / / Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci
| Introduction to time series analysis and forecasting / / Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci |
| Autore | Montgomery Douglas C. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (671 p.) |
| Disciplina | 519.55 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Forecasting
Time-series analysis |
| ISBN | 1-118-74522-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Introduction to Time Series Analysis and Forecasting -- Contents -- Preface -- 1 Introduction to Forecasting -- 1.1 The Nature and Uses of Forecasts -- 1.2 Some Examples of Time Series -- 1.3 The Forecasting Process -- 1.4 Data for Forecasting -- 1.4.1 The Data Warehouse -- 1.4.2 Data Cleaning -- 1.4.3 Imputation -- 1.5 Resources for Forecasting -- Exercises -- 2 Statistics Background for Forecasting -- 2.1 Introduction -- 2.2 Graphical Displays -- 2.2.1 Time Series Plots -- 2.2.2 Plotting Smoothed Data -- 2.3 Numerical Description of Time Series Data -- 2.3.1 Stationary Time Series -- 2.3.2 Autocovariance and Autocorrelation Functions -- 2.3.3 The Variogram -- 2.4 Use of Data Transformations and Adjustments -- 2.4.1 Transformations -- 2.4.2 Trend and Seasonal Adjustments -- 2.5 General Approach to Time Series Modeling and Forecasting -- 2.6 Evaluating and Monitoring Forecasting Model Performance -- 2.6.1 Forecasting Model Evaluation -- 2.6.2 Choosing Between Competing Models -- 2.6.3 Monitoring a Forecasting Model -- 2.7 R Commands for Chapter 2 -- Exercises -- 3 Regression Analysis and Forecasting -- 3.1 Introduction -- 3.2 Least Squares Estimation in Linear Regression Models -- 3.3 Statistical Inference in Linear Regression -- 3.3.1 Test for Significance of Regression -- 3.3.2 Tests on Individual Regression Coefficients and Groups of Coefficients -- 3.3.3 Confidence Intervals on Individual Regression Coefficients -- 3.3.4 Confidence Intervals on the Mean Response -- 3.4 Prediction of New Observations -- 3.5 Model Adequacy Checking -- 3.5.1 Residual Plots -- 3.5.2 Scaled Residuals and PRESS -- 3.5.3 Measures of Leverage and Influence -- 3.6 Variable Selection Methods in Regression -- 3.7 Generalized and Weighted Least Squares -- 3.7.1 Generalized Least Squares -- 3.7.2 Weighted Least Squares -- 3.7.3 Discounted Least Squares.
3.8 Regression Models for General Time Series Data -- 3.8.1 Detecting Autocorrelation: The Durbin-Watson Test -- 3.8.2 Estimating the Parameters in Time Series Regression Models -- 3.9 Econometric Models -- 3.10 R Commands for Chapter 3 -- Exercises -- 4 Exponential Smoothing Methods -- 4.1 Introduction -- 4.2 First-Order Exponential Smoothing -- 4.2.1 The Initial Value, -- 4.2.2 The Value of l -- 4.3 Modeling Time Series Data -- 4.4 Second-Order Exponential Smoothing -- 4.5 Higher-Order Exponential Smoothing -- 4.6 Forecasting -- 4.6.1 Constant Process -- 4.6.2 Linear Trend Process -- 4.6.3 Estimation of -- 4.6.4 Adaptive Updating of the Discount Factor -- 4.6.5 Model Assessment -- 4.7 Exponential Smoothing for Seasonal Data -- 4.7.1 Additive Seasonal Model -- 4.7.2 Multiplicative Seasonal Model -- 4.8 Exponential Smoothing of Biosurveillance Data -- 4.9 Exponential Smoothers and Arima Models -- 4.10 R Commands for Chapter 4 -- Exercises -- 5 Autoregressive Integrated Moving Average (ARIMA) Models -- 5.1 Introduction -- 5.2 Linear Models for Stationary Time Series -- 5.2.1 Stationarity -- 5.2.2 Stationary Time Series -- 5.3 Finite Order Moving Average Processes -- 5.3.1 The First-Order Moving Average Process, MA(1) -- 5.3.2 The Second-Order Moving Average Process, MA(2) -- 5.4 Finite Order Autoregressive Processes -- 5.4.1 First-Order Autoregressive Process, AR(1) -- 5.4.2 Second-Order Autoregressive Process, AR(2) -- 5.4.3 General Autoregressive Process, AR() -- 5.4.4 Partial Autocorrelation Function, PACF -- 5.5 Mixed Autoregressive-Moving Average Processes -- 5.5.1 Stationarity of ARMA(p, q) Process -- 5.5.2 Invertibility of ARMA(p, q) Process -- 5.5.3 ACF and PACF of ARMA(p, q) Process -- 5.6 Nonstationary Processes -- 5.6.1 Some Examples of ARIMA(p, d, q) Processes -- 5.7 Time Series Model Building -- 5.7.1 Model Identification. 5.7.2 Parameter Estimation -- 5.7.3 Diagnostic Checking -- 5.7.4 Examples of Building ARIMA Models -- 5.8 Forecasting Arima Processes -- 5.9 Seasonal Processes -- 5.10 Arima Modeling of Biosurveillance Data -- 5.11 Final Comments -- 5.12 R Commands for Chapter 5 -- Exercises -- 6 Transfer Functions and Intervention Models -- 6.1 Introduction -- 6.2 Transfer Function Models -- 6.3 Transfer Function-Noise Models -- 6.4 Cross-Correlation Function -- 6.5 Model Specification -- 6.6 Forecasting with Transfer Function-Noise Models -- 6.7 Intervention Analysis -- 6.8 R Commands for Chapter 6 -- Exercises -- 7 Survey of Other Forecasting Methods -- 7.1 Multivariate Time Series Models and Forecasting -- 7.1.1 Multivariate Stationary Process -- 7.1.2 Vector ARIMA Models -- 7.1.3 Vector AR (VAR) Models -- 7.2 State Space Models -- 7.3 Arch and Garch Models -- 7.4 Direct Forecasting of Percentiles -- 7.5 Combining Forecasts to Improve Prediction Performance -- 7.6 Aggregation and Disaggregation of Forecasts -- 7.7 Neural Networks and Forecasting -- 7.8 Spectral Analysis -- 7.9 Bayesian Methods in Forecasting -- 7.10 Some Comments on Practical Implementation and Use of Statistical Forecasting Procedures -- 7.11 R Commands for Chapter 7 -- Exercises -- APPENDIX A Statistical Tables -- APPENDIX B Data Sets for Exercises -- APPENDIX C Introduction to R -- BASIC CONCEPTS IN R -- Bibliography -- Index -- EULA. |
| Record Nr. | UNINA-9910827811503321 |
|
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Solutions Manual to Accompany Introduction to Linear Regression Analysis, 5th Edition) / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining ; prepared by Ann G. Ryan
| Solutions Manual to Accompany Introduction to Linear Regression Analysis, 5th Edition) / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining ; prepared by Ann G. Ryan |
| Autore | Montgomery Douglas C. |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2013 |
| Descrizione fisica | 1 online resource (163 pages) : illustrations |
| Disciplina | 519.536 |
| Soggetto topico | Regression analysis |
| ISBN |
1-118-54850-7
1-118-64076-4 1-118-64080-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910795970403321 |
|
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Solutions Manual to Accompany Introduction to Linear Regression Analysis, 5th Edition) / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining ; prepared by Ann G. Ryan
| Solutions Manual to Accompany Introduction to Linear Regression Analysis, 5th Edition) / / Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining ; prepared by Ann G. Ryan |
| Autore | Montgomery Douglas C. |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2013 |
| Descrizione fisica | 1 online resource (163 pages) : illustrations |
| Disciplina | 519.536 |
| Soggetto topico | Regression analysis |
| ISBN |
1-118-54850-7
1-118-64076-4 1-118-64080-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910809300803321 |
|
Montgomery Douglas C.
|
||
| Hoboken, New Jersey : , : Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||