Choose exact lags in 'get_sklearn_wrapper'

heidelbergcement / hcrystalball

A library that unifies the API for most commonly used libraries and modeling techniques for time-series forecasting in the Python ecosystem.

https://hcrystalball.readthedocs.io/

MIT License

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Choose exact lags in 'get_sklearn_wrapper' #73

Open carlosg-m opened 1 year ago

carlosg-m commented 1 year ago

I'm trying to replicate statsmodels's Autoreg, with this wrapper and Ridge Regression. Results seems to be on point, however statsmodel gives the option to choose the exact lags to be included in the model.

Is there such an option in the get_sklearn_wrapper method?