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

Tutorial exercises

• Complete Exercises 1-7 from Section 10.7 of the book.
• Tutorial learning objectives.

Assignments

• GA4 is due on Tuesday 26 May.

Weekly quiz

• Week 11 quiz is due on Wednesday 20 May.