The goal of a time series regression problem is best explained by a concrete example. Suppose you own an airline company and you want to predict the number of passengers you'll have next month based ...
The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural ...
Environmental epidemiologists often encounter time series data in the form of discrete or other nonnormal outcomes; for example, in modeling the relationship between air pollution and hospital ...