Stepwise Regression with Dynamic Lagging
Stepwise Regression aims to determine the optimal regressors and independent variables. They are three types of Stepwise Regression: forward, backward and stepwise. Each type of Stepwise Regression use different way to determine the best independent variables, while stepwise type is the most complicated and accurate type. ForecastX support all three types. ForecastX also supports dynamic lagging to automatically lag independent variables to find a best regression model.