I have some training set data variables $x_1$, $x_2$, $x_3$, $x_4$, and $x_5$ and a response variable $y$. But these are time series data. So the for the same set of values of $x_1$, $x_2$, $x_3$, $x_4$, and $x_5$ the response variable $y$ may be different in different observations. Can anyone please suggest me how to model my linear regression in this case? I am learning newly statistics. Please explain in the simplest way possible.
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