[D] Time Series Regression: Does modeling a monthly target variable using a couple quarterly (Q1, Q2, Q3, Q4) time series predictors along with monthly predictors violate any statistical assumptions? Would the beta coefficients make sense or are infe

Hi everyone,

I have recently been learning a lot about time series regressions primarily through this book by RJ Hyndman and co. (https://otexts.com/fpp3/). In the Time Series regression section, the author primarily gives examples where the target and predictors are both at the same intervals (i.e. monthly, quarterly, or yearly)...

However, I was curious if you can fit a model where the target variable is a monthly series and the predictors were a combination of both monthly and …

machinelearning modeling regression sense statistical time time series