Mathematical models are a way to attempt to predict the probable outcome of a complex situation. From climate, stock market and physics models, you can use mathematical formulas to determine a range ...

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 ...

The health impacts of environmental exposure may not appear at the time when it is measured, but may be delayed and/or last for a long period. This phenomenon is called lagged effect, which is usually ...

In an earlier article published in the International Economic Review (1963) Liviatan proposed a consistent estimator for a distributed lag model. In the present note we analyze the bias of this ...

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 ...