MatthieuStigler
commented
3 years ago Sorry for very slow response. Can you please indicate which model(s) you were referring to?
Open vivanov879 opened 5 years ago
MatthieuStigler
commented
3 years ago Sorry for very slow response. Can you please indicate which model(s) you were referring to?
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