How to predict future values using time series regression

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Anaya Kharwadkar
Anaya Kharwadkar on 18 Oct 2020
Edited: Raynier Suresh on 15 Feb 2021
I have a dataset with a time variable t which is in the format: dd-mm-yyyy hh:mm:ss
I also have five other independent variables x1,x2,x3,x4,x5
I want to predict the value of dependent variable y0 for a value of t for which I do not have values of x1,x2,x3,x4,x5. Essentially, I want to predict the value of y0 for a future time t.
Do I create a linear model using fitlm and then predict future values or is there a completely different procedure for time series regression?
Any help would be appreciated.

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