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model='azureai' throws error when using parameter hist_exog_list
What happened + What you expected to happen
When trying using historic exogenous variables for forecasting using model='azureai', following error is encountered
Same script works with model='timegpt-1'
Versions / Dependencies
Click to expand
Dependencies: model='azureai;Reproducible example
timegpt_fcst_hist_ex_vars_df = nixtla_client.forecast(
df=df,
h=24,
level=[80, 90],
hist_exog_list=['Exogenous1', 'Exogenous2', 'day_0', 'day_1', 'day_2', 'day_3', 'day_4', 'day_5', 'day_6'], model='azureai'
)
timegpt_fcst_hist_ex_vars_df.head()
Issue Severity
High: It blocks me from completing my task.