Stepwise Regression

 Multiple regression model to forecast the future estimates of this series:
 

y = a0 + a1 x1 + a2 x2 + … + an xn

taking into account the influence that all other time series in this model may have on this particular time series. where n is the order of the regression equation, and the individual coefficients of the equation are selected through stepwise algorithm of finding best regression subset.