Time series ARIMA with exogenous variables



Anyone know if the ARIMAProcess or TimeSeriesModelFit will handle exogenous variables? The closest question in Mathematica StackExchange is ARMAX in Mathematica but no one has responded to this question. If someone does know, responding with a model with 1 times series and n exogenous variables would be helpful.


Posted 2017-07-27T18:28:33.317

Reputation: 143

No answers