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ellisp / forecastxgb-r-package

An R package for time series models and forecasts with xgboost compatible with {forecast} S3 classes
GNU General Public License v3.0
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MAXLAG XREGS #40

Open NahuelGrasso opened 6 years ago

NahuelGrasso commented 6 years ago

Hi, is there a way to set different maxlags for xregs and for Y? For instance, I want xregs to have a maxlag of 3 and Y to have a maxlag of 12. Thanks!, Nahuel