The aim of this course is to study the Linear Regression models, we are going to study the output of a linear regression models, the assumptions and explain how these differents values are obtained. In a second part, we will focus on the study of time series and see some models to perform short prediction and show the limitations of these models.

Preliminaries

The document below provide an introduction on linear algebra and more precsisely on matrices and computations that can be made on these mathematical objects. Matrices are very important when it comes to data manipulations and will play an important role for the presentation of regression models.

• Matrices

Linear Regression

• Notebook LR