# Lesson 8: Regression with ARIMA errors, Cross correlation functions, and Relationships between 2 Time Series

**Assignments**:

- Read Pages 30-32 of your text
- Read Examples 2.8 and 2.9 on pages 60-63 and Section 3.8 on pages 142-145 of your text.
- Read through the Lesson 8 online notes that follow.
- Complete Lesson 8 Assignment.

**Overview**:

This week we'll start coverage of regression between two time series.

**Learning Objectives**:

After successfully completing this lesson, you should be able to:

- Recognize when and how to adjust for residuals with a time series structure
- Estimate the adjusted intercept and slope
- Interpret the cross-correlation function
- Identify and interpret transfer function models