You are given the following data:
data set 1:
- 400 observations for the dependent variable 'y'
- 400 time values 't'
- 400 observations of the 20 explanatory variables 'x1' to 'x20'
data set 2:
- 1500 observations of time 't' and the explanatory variables
The goal of this competition is to use this data to forecast the 'y' variable belonging to the second data set. Please refer to the assignment posted on blackboard for further explanation.