Models of this sort can introduce a great many parameters for the lags, and there may not be enough data to compute accurate independent estimates for them all. Often, the number of parameters is ...

How an input series enters the model is called its transfer function. Thus, ARIMA models with input series are sometimes referred to as transfer function models. In the preceding regression and ...

In a recent study posted to the medRxiv* preprint server, an interdisciplinary team of researchers from the United States (US) assessed predictions of the laboratory-confirmed coronavirus disease 2019 ...

Although recent articles have stressed the importance of testing for unit roots and cointegration in time-series analysis, practitioners have been left without a straightforward procedure to implement ...

The distributed lag model (DLM), used most prominently in air pollution studies, finds application wherever the effect of a covariate is delayed and distributed through time. We specify modified ...

Background: Past time-series studies of the health effects of fine particulate matter [aerodynamic diameter ≤ 2.5 μm (PM2.5)] have used chemically nonspecific PM2.5 mass. However, PM2.5 is known to ...