Week 11: Dynamic regression

Week 11

Combine regression structure with ARIMA errors and dynamic harmonic regression for richer forecasting models.

Quiz highlight

Week 11 quiz

Due Wednesday 20 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 10 of FPP3 and focus on how regression terms and ARIMA errors work together.

Seminar and workshop

Wednesday 20 May · Seminar 3:00pm to 3:50pm, workshop 4:00pm to 4:50pm · Building K Level 3, K321

Focus

• Dynamic regression with ARIMA errors
• Dynamic harmonic regression
• Lagged predictors and complex seasonality

Assessment

Week 11 quiz on Wednesday 20 May

Week 11 quiz on Wednesday 20 May

Workshop ActivitiesSlides PDFFPP3 Chapter 10Recordings

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

Pre-class activities

Read Chapter 10 of the textbook and watch all embedded videos.

Tutorial exercises

NoteTutorial Learning Objectives

Tutorial learning objectives

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

Assignments

• GA4 is due on Tuesday 26 May.

Weekly quiz

• Week 11 quiz: Open ETF3231 quiz Open ETF5231 quiz — Due Wednesday 20 May.