Book contents
- Frontmatter
- Contents
- Preface
- 1 Regression and the Normal Distribution
- Part I Linear Regression
- Part II Topics in Time Series
- 7 Modeling Trends
- 8 Autocorrelations and Autoregressive Models
- 9 Forecasting and Time Series Models
- 10 Longitudinal and Panel Data Models
- Part III Topics in Nonlinear Regression
- Part IV Actuarial Applications
- Brief Answers to Selected Exercises
- Appendix 1 Basic Statistical Inference
- Appendix 2 Matrix Algebra
- Appendix 3 Probability Tables
- Index
9 - Forecasting and Time Series Models
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- 1 Regression and the Normal Distribution
- Part I Linear Regression
- Part II Topics in Time Series
- 7 Modeling Trends
- 8 Autocorrelations and Autoregressive Models
- 9 Forecasting and Time Series Models
- 10 Longitudinal and Panel Data Models
- Part III Topics in Nonlinear Regression
- Part IV Actuarial Applications
- Brief Answers to Selected Exercises
- Appendix 1 Basic Statistical Inference
- Appendix 2 Matrix Algebra
- Appendix 3 Probability Tables
- Index
Summary
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- Type
- Chapter
- Information
- Regression Modeling with Actuarial and Financial Applications , pp. 273 - 288Publisher: Cambridge University PressPrint publication year: 2009