Python ARIMA exogenous variable out of sample

Question

I am trying to predict a time series in python statsmodels ARIMA package with the inclusion of an exogenous variable, but cannot figure out the correct way to insert the exogeno

Answer 1

This is probably better posted on the github issue tracker. I filed a ticket though.

It's best to file a ticket there, if not I might forget it. Quite busy these days.

There was a bug in the logic for the special case of k_ar == 0. Should be fixed. Let me know if you can/cannot give that patch a spin. If not, I can do some more rigorous testing and merge it.

Statsmodels on top of spark? I'm intrigued.