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Published 20 hours ago • verified publisher icon MatthieuStigler

External regressors

Open vivanov879 opened this issue 6 years ago • 1 comments

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

vivanov879 avatar Nov 20 '18 08:11 vivanov879

Sorry for very slow response. Can you please indicate which model(s) you were referring to?

MatthieuStigler avatar Dec 05 '20 20:12 MatthieuStigler