I have the data in the following format:
release1 release2 release3 release4 word1 500 460 370 0 word2 0 10 30 100 word3 350 350 500 400
release t is simply a
time t. For each
t I have several binary variables, such as
I know that autoregression utilize lagged variables
t-1 to predict
t, but I've never seen someone used other independent variables in addition to that. I'd like to know how to include those binary variables as predictor variables into my analysis and if there's a statistical method for that.