Week 10: Multiple regression and forecasting

Week 10

Use regression with external predictors to explain and forecast time series behaviour.

Quiz highlight

Week 10 quiz

Due Wednesday 13 May

Quiz links switch with your selected course, so this stays as the main weekly action.

Open ETF3231 quizOpen ETF5231 quiz

Prepare before class

Read Chapter 7 of FPP3 and think about which predictors are genuinely available at forecast time.

Seminar and workshop

Wednesday 13 May · Seminar 3:00pm to 3:50pm, workshop 4:00pm to 4:50pm · Building K Level 3, K321

Focus

• Useful predictors for forecasting
• Model selection in regression
• Ex ante versus ex post forecasting

Assessment

Week 10 quiz on Wednesday 13 May · IA4 on Friday 15 May

Week 10 quiz on Wednesday 13 May · IA4 on Friday 15 May

Workshop ActivitiesSlides PDFFPP3 Chapter 7Recordings

What you will learn this week

• Useful predictors for time series forecasting using regression
• Selecting predictors
• Ex ante and ex post forecasting

Pre-class activities

Read Chapter 7 of the textbook and watch all embedded videos

Tutorial exercises

NoteTutorial Learning Objectives

Tutorial learning objectives

• Complete Exercises 1-7 from Section 7.10 of the book.

Assignments

• IA4 is due on Friday 15 May.
• GA4 is due on Tuesday 26 May.

Weekly quiz

• Week 10 quiz: Open ETF3231 quiz Open ETF5231 quiz — Due Wednesday 13 May.