R: add ARIMA with exogenous regressors

awslabs / gluonts

Probabilistic time series modeling in Python

https://ts.gluon.ai

Apache License 2.0

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R: add ARIMA with exogenous regressors #3086

Closed leica2023 closed 6 months ago

leica2023 commented 6 months ago

Issue #, if available:

Description of changes: The current ARIMA method does not consider any external regressors. This PR enables the inclusion of external RTS features with known future values.

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Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup

lostella commented 6 months ago

@leica2023 I realized the label for running R tests in CI was missing, so those did not run in the PR. They are running now on the dev branch and failing, see this run