peregrinter

Hi @elephaint, Thanks for your quick reply. I think what you mean is using the StatsForecast class for this, right? Maybe also, just to clarify, the future exogenous inputs (X_df)...

Edit: So fitting works fine, if y and X have the same shape (after slicing the future exogenous regressors). For forwards method, I still get either a shape error or...

@elephaint It seems like I got this to work now. Seems like I missunderstood the doc. X are the exogenous features for the series supplied in y and X_future those...