Comments (3)
alexrblohm
commented on May 21, 2024
BTW here is what I'm talking about covariates=exogenous https://alkaline-ml.com/pmdarima/modules/generated/pmdarima.arima.auto_arima.html
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hrzn
commented on May 21, 2024
That's a good one. We currently have autoARIMA but only as a UnivariateForecastingModel. We should implement the multivariate variant (wrapping either around pdmarima or statsmodels, or both) to include exogeneous variables.
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LeoTafti
commented on May 21, 2024
Our implementations of ARIMA and AutoARIMA are simple wrappers around models from statsmodel (for ARIMA) and pmdarima (for AutoARIMA), which both support specifying exogenous variables, so I wouldn't expect this to be a very hard fix indeed. Marking this as "Good first issue"
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