I've been working lately with prediction examples for time series with a single variable. The problem I have now is that I have to predict the same variable, with the help of others variables.
For example, I have to predict variable A but with the help of variable B, C and D.With this problem I'm a little lost and I need help with what is the best option to do it in R.
I also have doubts if what I have to do is to treat it as 4 series and predict A, or if I want to predict the next weeks of variable A (10 weeks for example) I also have to enter the values of B, C and D of those weeks( it's data that I can also get).
Any help on which way to follow will be welcome.