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mlr-org / mlr3temporal

Forecasting for mlr3
https://mlr3temporal.mlr-org.com
GNU Lesser General Public License v3.0
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Test VAR Learner with exogenous variables #34

Closed pfistfl closed 4 years ago

pfistfl commented 4 years ago

It is unclear from the vars::VAR documentation which forms of exogenous variables we would allow with VAR. We should at least test a few simple use-cases like an additional, exogenous variable etc.

corneliagru commented 4 years ago

added property exogenous. Now the autotest function adds exogenous variables if a learner has the property exogenous