Dynamic Regression (ARIMA) vs. XGBoost

In the previous article, we mentioned that we were going to compare dynamic regression with ARIMA errors and the xgboost. Before doing that, let’s talk about dynamic regression. Time series modeling, most of the time, uses past observations as predictor variables. But sometimes, we need external variables that affect the target variables. To include thoseContinue reading “Dynamic Regression (ARIMA) vs. XGBoost”