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Improvement: more ways of adding endogenous non-autoregressive predictors #3

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petersonR opened this issue Mar 8, 2024 · 1 comment
Open

Improvement: more ways of adding endogenous non-autoregressive predictors #3

petersonR opened this issue Mar 8, 2024 · 1 comment

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@petersonR
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Some series might benefit from additional global endogenous terms, such as time-based indicators (year/month/weekday/holiday) or trend/spline functionality. These are "predictors" that are known at all possible times in past + future, and could be included as additional terms in the model matrix by default (or with modifiable options).
@petersonR
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This can currently be done "by hand" but is clunky.

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@petersonR