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b

Boyd

12/28/2022, 3:46 PM
It is possible to find a list of which models are able to handle exogenous variables for the StatsForecast library?
f

fede (nixtla) (they/them)

12/28/2022, 5:39 PM
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. 🙂
👍 2
b

Boyd

12/29/2022, 8:33 AM
Thanks, I will keep that in mind in case I find out how to do it (and the approach seems successful).
I was personally interested in doing it for exponential smoothing, however no such implementation seems to be publicly available.
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