Linear Regression on Lags with LINEST
This lesson is part of the course
In this lesson
You fit demand = b + m₁·Lag 1 + m₇·Lag 7 on four training weeks with LINEST, pull each coefficient out with INDEX, read R² and forecast the next morning.
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Lessons in this course
- Lag & Rolling-Mean Features: Turning a Series into a Table Locked
- Calendar Features: Weekday Dummies & a Holiday Flag Locked
- Train/Test Split by Date: No Peeking into the Future Locked
- Baselines First: Naive, Seasonal Naive & MAE, RMSE, MAPE Locked
- Linear Regression on Lags with LINEST Locked
- Predict the Test Set & Compare Errors (with a Chart) Locked
- Walk-Forward Validation: An Expanding Window, Step by Step Locked
- Feature Importance by Drop-One: Which Feature Earns Its Place? (with a Chart) Locked