Week 10: Multiple regression and forecasting
What you will learn this week
- Useful predictors for time series forecasting using regression
- Selecting predictors
- Ex ante and ex post forecasting
Exercises (on your own or in tutorial)
Complete Exercises 9-13 from Section 9.11 of the book.
Exercise solutions
Pre-seminar activities
Read Chapter 7 of the textbook and watch all embedded videos