I'm wondering if someone could help. I've not really created a time series regression model before and would like to be pointed in the right direction if possible.
I have a number of continuous independent variables which I have recorded over 6 time points (months), and a binary dependent variable which indicates whether an event occurred or not, plus the time point that this event occurred. I have a set of 50,000 records, 9% of these have an event flagged at some point in the time series.
My brief aim is to create a model which could give me a probability of an event occurring next month, based on this time series data, or something to this effect.
I will be using R to create my model so any packages or process recommendations would be ideal.
As I said, I'm a beginner with time series so please forgive my naivety, but if someone could give me a starting point or point me in the direction for more information that would be great and very much appreciated.