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enhancementNew feature or requestNew feature or request
Description
π Feature Request
say you have additional regressor "X". say X itself isn't a great regressor, but X at lag 1 period is a good one. Could lag each regressor by, say, 1, 2, 3 periods and see if that helps the forecast
π Motivation
this could provide better forecasts
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enhancementNew feature or requestNew feature or request