Hi everyone, I’ve been wanting to do some time series forecasting with Turing, because I’d like forecasting intervals as well.
For practice, I’d like to forecast the norway car sales dataset. In short, it has ten years of monthly car sales data, from 2007 to 2017.

Indices (rows) are a monthly observations of car sales.

Columns are car brands.
I would like to model this as time series of counts, as well as including the fact that some subgroups are probably linked together (depending on the economic conjoncture).
I’m not sure at all how I would go about doing this in Turing though, even something simple with one lag for example.
Can you guys guide me ?
Thanks