I am a beginner to time-series analysis. I have the model below; y is sales of product and x is tweet-rate:
- What is this model called? I guess it's called an AR model but I am not sure since the dependent variable y is on R.H.S as well.
- How do I fix the lag period, $m$ and $n$? Can $x$ and $y$ have different lags?
- How can I use Python to build this model and also predict the sales for $t+1\ldots t+n$? Any solution for this without using rpy.