Week 10: Multiple regression and forecasting

Tutorial exercises

• Complete Exercises 11, 12, 13, 15 (d,e), 16 (d,e) from Section 9.11 of the book.
• Tutorial learning objectives.
• Week 10 Tutorial Solution.html

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

Slides for seminar

Download pdf

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

• IA4 is due on Monday 19 May.
• GA4 is due on Monday 26 May.