Week 12: 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 2-6 from Section 10.7 of the book.