Week 12: Review
What you will learn this week
- Review Assignment 1
- Announce winner of the forecasting competition
- Discuss exam
Pre-class activities
Catch up on any exercises not yet done
Slides for seminar
Tutorial exercises
NoteTutorial Learning Objectives
The key points to understand
- dynamic regression = regression model + ARIMA errors
- the difference between regression errors and white-noise innovations
- how to expand the model formula using lag/backshift notation
- how to form forecast equations by replacing future errors with zero and future values with forecasts
rev - Complete Q2 and Q7 from Tutorial 11 and Q16 from Tutorial 8.
Past exams
Assignments
- GA4 is due on Tuesday 26 May.