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Hi @Maria! To optimize speed, the cross-validation method does not have a fit predict architecture. However, if you are interested in the in-sample predictions, you can use the

StatsForecast.cross_validation_fitted_values

method.

After executing StatsForecast.cross_validation, you can access the insample prediction values for each model and window. To get them, you need to pass fitted=True to the StatsForecast.cross_validation method and then use the StatsForecast.cross_validation_fitted_values method.

Ref: https://nixtla.github.io/statsforecast/core.html#statsforecast.cross_validation

Thank you, @Max (Nixtla)!