Hey Justin, I really like your videos. You do a really great job in explaining stuff. I have a question for you not related with this video. I want to check if an external regressor upgraded my Arima in sample forecasting model. My procedure is to try in sample forecasting and then see how accurate it was and then do the same with in sample forecasting with xreg and see if it became more accurate. My question is should I lag the external regressor or not?
Hey Justin, I really like your videos. You do a really great job in explaining stuff. I have a question for you not related with this video. I want to check if an external regressor upgraded my Arima in sample forecasting model. My procedure is to try in sample forecasting and then see how accurate it was and then do the same with in sample forecasting with xreg and see if it became more accurate. My question is should I lag the external regressor or not?