Forecasting with ARIMAX

[Scott]

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