9.8 Further reading

A detailed discussion of dynamic regression models is provided in Pankratz (1991). A generalization of dynamic regression models, known as “transfer function models”, is discussed in Box et al. (2015).

References

Box, George E P, Gwilym M Jenkins, Gregory C Reinsel, and Greta M Ljung. 2015. Time Series Analysis: Forecasting and Control. 5th ed. Hoboken, New Jersey: John Wiley & Sons.

Pankratz, Alan E. 1991. Forecasting with Dynamic Regression Models. New York: John Wiley & Sons.