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add automatic regressor lagging #16

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neilmcguigan opened this issue Feb 11, 2022 · 0 comments
Open

add automatic regressor lagging #16

neilmcguigan opened this issue Feb 11, 2022 · 0 comments
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enhancement New feature or request

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@neilmcguigan
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🚀 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

🔈 Motivation

this could provide better forecasts

@neilmcguigan neilmcguigan added the enhancement New feature or request label Feb 11, 2022
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