How to predict future values using time series regression

I have a dataset with a time variable t which is in the format: dd-mm-yyyy hh:mm:ss

I also have five other independent variables x1,x2,x3,x4,x5

I want to predict the value of dependent variable y0 for a value of t for which I do not have values of x1,x2,x3,x4,x5. Essentially, I want to predict the value of y0 for a future time t.

Do I create a linear model using fitlm and then predict future values or is there a completely different procedure for time series regression?

Any help would be appreciated.

Answer 1

[Raynier Suresh]

Hi, You can follow the below examples to predict future values based on past data.

https://www.mathworks.com/help/ident/ref/forecast.html#bu5mtz7

https://www.mathworks.com/help/deeplearning/ug/time-series-forecasting-using-deep-learning.html