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 ...

The dependent variable in a distributed lag model frequently exhibits a distinct seasonal pattern which cannot be attributed to the seasonal behavior of the independent variable. This article ...

Hannan in "Regression for Time Series" [4] proposed an interesting method of estimating regression coefficients using spectral techniques, and later in "The Estimation of Relationship Involving ...

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 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 ...