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ARIMA Model: how to get forecast value for training set as well
I have a train series and test series and future covariates for both. I fit the model on train series. I am interested in model's output for train series too.
Hey @Insiyaa, you can use model.historical_forecasts()
for that. Here is a link to the docs: https://unit8co.github.io/darts/generated_api/darts.models.forecasting.arima.html#darts.models.forecasting.arima.ARIMA.historical_forecasts