Panel Data and Time Series Data

  1. Do we convert the times series data to panel data to use supervised machine learning ? Apart from simple regression model, Can we use other machine learning algorithms in panel data for doing time series analysis?

  2. When should we use panel data for time series analysis ?

  3. If the Panel Data is given then pooled linear regression model is best suited for time series analysis for this kind of data ? and when normal time series Data is given then we should go for ARIMA models, etc ?

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