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External regressors #6

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vivanov879 opened this issue Nov 20, 2018 · 1 comment

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vivanov879 commented Nov 20, 2018

Hi. Is it possible to add external regressors to a model? Just like you can specify external.regressors for a model in rugarch package. Or exegenous covariates in matlab: https://www.mathworks.com/help/econ/arima-model-including-exogenous-regressors.html

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MatthieuStigler commented Dec 5, 2020

Sorry for very slow response. Can you please indicate which model(s) you were referring to?

MatthieuStigler added the details-needed label

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