Find m response and k predictor time series variables with m ≥ 3 and k ≥ 5 of your interest. Build a multivariate multiple time series regression model with a written report and associated software...

Find
m
response and
k
predictor time series variables with
m
≥ 3 and
k
≥ 5 of your interest.

Build a multivariate multiple time series regression model with a written report and associated

software code.

Build a vector time series regression model on the response and predictor variables from

Project 1 with a written report and associated software code.

Build a vector time series VARX(p,s) model on the response and predictor variables from

Project 1 with a written report and associated software code.

Use (n
– 3) observations to estimate the models obtained from Projects 2 and 3. Forecast the

next three periods of the response variables and compare the forecast results from the two

models.