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Models: How does AutoARIMA, AutoETS, etc. handle future covariates #702

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negodfre opened this issue Nov 17, 2023 · 1 comment
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Models: How does AutoARIMA, AutoETS, etc. handle future covariates #702

negodfre opened this issue Nov 17, 2023 · 1 comment
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@negodfre
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negodfre commented Nov 17, 2023 •
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I was looking for how future covariates are handled mathematically.
I see Rob Hyndman has mentioned a few ways these can get incorporated into ARIMA:

https://robjhyndman.com/hyndsight/arimax/

Is nixtla AutoARIMA using SARIMAX, Regression with SARIMA errors, or a Transfer function?

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@jmoralez
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Hey. It's a regression with SARIMA errors.

@negodfre negodfre closed this as completed Dec 8, 2023
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@jmoralez @negodfre