Forecasting with ARIMAX - Printable Version +- Python Forum (https://python-forum.io) +-- Forum: Python Coding (https://python-forum.io/forum-7.html) +--- Forum: Data Science (https://python-forum.io/forum-44.html) +--- Thread: Forecasting with ARIMAX (/thread-36079.html) |
Forecasting with ARIMAX - Scott - Jan-14-2022 Hi everyone, I am trying to forecast GDP with an ARIMAX model but because it uses exogenous variables I cannot use the model to make forecasts because I don't have exogenous variables for future dates to forecast to. Is anyone know how to deal with this? The only thing I can think of is using lead values to fit the model. ValueError: Out-of-sample operations in a model with a regression component require additional exogenous values via the `exog` argument.Bit of a modelling question rather than a coding one. Apologies if this seems out of place. Regards |