@dariobalmas , welcome to the forum.
There could be several ways to do this. We recently had two discussions about regression predictions with historical data. You could check them out and use the accompanying workflows as an example:
I set up an example that should look like your data (if not feel free to adapt and inform). We have two years of data (from one city) and data from January and want to predict the coefficient for Feb 2020.
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2019 serves as training and 2018 as test data. You might have more complex settings with cross-validation if you want. And also since you have the data you might provide coefficients of some more past months. Each line represents its own time series so to speak. Of course, such a se…
I set up an environment that first transforms you data from 2008-2016 into a table that has the Area (region) as an ID since I understand that is the unit you would want to predict.
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The Target is taken from 2017 “Emp UK percent”. If you want Unemployment you would have to change that. The years are transformed into columns, while the first year of the data becomes _0 and the year before that _1 and so on.
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Then I construct a Test dataset using the data of past 9 years from …