My understanding is that forecasts can become erratic when t

Question

My understanding is that forecasts can become erratic when too many exogenous variables are introduced Does anyone have data on what the upper limit of exogenous variables is

Chris Gervais · Answer

we re successfully training with thousands of exogenous variables lagged and future without issue

Chris Gervais · Answer

if the model output is erratic it s almost certainly your training + optimization process

Patrick Baron · Answer

Got it Thanks Chris