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