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Published 20 hours ago • verified publisher icon heidelbergcement

Choose exact lags in 'get_sklearn_wrapper'

Open carlosg-m opened this issue 1 year ago • 0 comments

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?

carlosg-m avatar Jul 25 '23 17:07 carlosg-m