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
Monday lecture
Tuesday revision class
Exercises (on your own or in tutorial)
- Complete Exercises 2-6 from Section 10.7 of the book.
Post-class activities
- Do any exercises not yet finished.
- Complete past exams.
- Re-read the textbook.
- Listen again to all lectures, workshops, tutorials.
Assignments
- Retail Project is due on Friday 23 October.