It is possible to find a list of which models are able to ha

Question

It is possible to find a list of which models are able to handle exogenous variables for the StatsForecast library

fede (nixtla) (they/them) · Answer

hey < Boyd> Currently only AutoARIMA and MSTL with AutoARIMA as a trend forecaster can handle exogenous variables Do not hesitate to open an issue if you want other models to support exogenous variables slightly smiling face

Boyd · Answer

Thanks I will keep that in mind in case I find out how to do it and the approach seems successful

Boyd · Answer

Boyd · Answer

Boyd · Answer

I was personally interested in doing it for exponential smoothing however no such implementation seems to be publicly available