Another question from Peter (Cristian and I are also meeting with him next week).

Also was wondering if you knew or could possibly find something out for me. I am trying to add exogenous variables to stock forecasts. However I run into issues because of the time interval calendar. The NYSE calendar isn't the same as the standard Business day calendar, and I am trying to figure out the best workaround for this. Is there a best practice/workaround solution for this?

In this case, I would still recommend using business days, as we currently do not support custom dates. For handling gaps in past dates, the

fill_gaps

function from

utilsforecast

might be useful.

Thanks so much @Yibei!