Week 11: 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
Exercises (on your own or in tutorial)
Complete Exercises 1-7 from Section 7.10 of the book.
Exercise solutions
Pre-class seminar
Read Chapter 10 of the textbook and watch all embedded videos