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b

Boyd

12/28/2022, 2:39 PM
I'm interested in including exogenous variables using AutoETS and how this was implemented. When I looked at the source code, it seemed like X is not used during e.g. 'fit()' or 'predict()'. Should I conclude from this that AutoETS cannot use exogenous variables? Is there an overview that indicates which models can('t) handle exogenous variables?