5.11 Further reading

There are countless books on regression analysis, but few with a focus on regression for time series and forecasting.

  • A good general and modern book on regression is Sheather (2009).
  • Another general regression text full of excellent practical advice is Harrell (2015).
  • Ord, Fildes, and Kourentzes (2017) provides a practical coverage of regression models for time series in Chapters 7–9, with a strong emphasis on forecasting.


Sheather, Simon J. 2009. A Modern Approach to Regression with R. New York, USA: Springer.

Harrell, Frank E. 2015. Regression Modeling Strategies: With Applications to Linear Models, Logistic and Ordinal Regression, and Survival Analysis. 2nd ed. New York, USA: Springer.

Ord, J Keith, Robert Fildes, and Nikolaos Kourentzes. 2017. Principles of Business Forecasting. 2nd ed. Wessex Press Publishing Co.