Week 11: Dynamic regression

What you will learn this week

• How to combine regression models with ARIMA models to form dynamic regression models
• Dynamic harmonic regression to handle complex seasonality
• Lagged predictors

Pre-class activities

Read Chapter 10 of the textbook and watch all embedded videos

Exercises (on your own or in tutorial)

Complete Exercises 1-7 from Section 7.10 of the book.