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 et al. (2017) provides a practical coverage of regression models for time series in Chapters 7–9, with a strong emphasis on forecasting.


Harrell, F. E. (2015). Regression modeling strategies: With applications to linear models, logistic and ordinal regression, and survival analysis (2nd ed). New York, USA: Springer. [Amazon]
Ord, J. K., Fildes, R., & Kourentzes, N. (2017). Principles of business forecasting (2nd ed.). Wessex Press Publishing Co. [Amazon]
Sheather, S. J. (2009). A modern approach to regression with R. New York, USA: Springer. [Amazon]