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The purpose of this chapter is to show how to specify a linear dynamic model such as the autoregressive model with distributed lags. It will also develop a number of tests that will enable the appropriateness of the specification chosen to be assessed. Finally, an in-depth example of electricity demand modelling will be given.

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Specification of the ARDL Model

  • 章节

  • 发表日期：

    2025年

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  • Francis J. Bismans,
  • Olivier Damette

摘要

The purpose of this chapter is to show how to specify a linear dynamic model such as the autoregressive model with distributed lags. It will also develop a number of tests that will enable the appropriateness of the specification chosen to be assessed. Finally, an in-depth example of electricity demand modelling will be given.