Week 10: Multiple regression and forecasting

Tutorial exercises

What you will learn this week

  • Useful predictors for time series forecasting using regression
  • Selecting predictors
  • Ex ante and ex post forecasting

Pre-seminar activities

Read Chapter 7 of the textbook and watch all embedded videos

{r} # #| output: asis # show_slides(week) #

Seminar activities

  1. Build a multiple regression model to forecast US consumption expenditure in the us_change tsibble.

  2. Build a harmonic regression model to forecast weekly US finished motor gasoline products supplied in barrels in the us_gasoline tsibble.

  3. Exam 2023

    • Section A: Q4, Q5
    • Section B: Q3 (g-h)

Seminar code

week10.R

Assignments

  • GA3 is due on Monday 11 May.
  • IA4 is due on Monday 18 May.
  • GA4 is due on Monday 25 May.

Weekly quiz