5.11 Further reading

There are countless books on regression analysis, but few with a focus on regression for time series and forecasting.

  • A good general and modern book on regression is Sheather (2009).
  • Another general regression text full of excellent practical advice is Harrell (2015).
  • Ord, Fildes, & Kourentzes (2017) provides a practical coverage of regression models for time series in Chapters 7–9, with a strong emphasis on forecasting.