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Online and open access textbooks
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Forecasting: Principles and Practice (2nd ed)
2nd edition
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Forecasting: Principles and Practice (3rd ed)
3rd edition
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9.3 Autoregressive models | Forecasting: Principles and Practice (3rd ed)
9.3 Autoregressive models In a multiple regression model, introduced in Chapter 7, we forecast the variable of interest using a linear combination of predictors. In an autoregression model, we forecas...
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12.2 Prophet model | Forecasting: Principles and Practice (3rd ed)
A recent proposal is the Prophet model, available via the fable.prophet package. This model was introduced by Facebook (S. J. Taylor & Letham, 2018), originally for forecasting daily data with weekly...
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8.3 Autoregressive models | Forecasting: Principles and Practice (2nd ed)
8.3 Autoregressive models In a multiple regression model, we forecast the variable of interest using a linear combination of predictors. In an autoregression model, we forecast the variable of interes...