Programming the statistical procedures from SAS

Time series regression with random variables?

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Time series regression with random variables?

[ Edited ]

Hi,

I have one concern regarding a time series forecast. I have panel data from which I computed the monthly mean. These monthly variables are now itself random and have a relatively high standard error and weird distrubtion (basically uniform).

 

Now I'm wondering, what method I could apply in order to predict the macroeconomic influence on that time series? Are there any specific models or even machine learning methods in order to analyse my model? Thanks,

Konstantin

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