Problem: I am doing a project in which I have to create two forecasts for my dependent variable (Stock: Oracle, ORCL). I need to create one forecast using the regression model and the other using exponential smoothing model. What I need help with is identifying the best independent variables for my project. I need some macro level variables and some micro level variables that mostly affect the company that I am studying. Please help me identify the best variables to include in my equation. How do I calculate the weights for the independent variables or is it trial and error? ORCL = X1 + X2 + X3