Regression Methods

Predictor supports two types of multiple linear regression, standard and stepwise (forward and iterative). Some rules:

  • Only standard forecasting is used for independent variables.

  • Lags can be specified for each independent variable. They must be less than the effective length of the series (not including pre-data gaps).

  • The number of historical data points must be greater than or equal to the number of independent variables, counting the included constant.

For details: