I have already implemented a univariate time series forecasting using ARIMA in statsmodel. I know that in R we can put external reggressors using auto ARIMA. Can this be done with statsmodel's ARIMA implementation?
ex: a store has different features like sales, dayOfWeek, promotion and schoolHoliday. I want to use all these features of day d-1 to predict sales of d. Can this be done using the ARIMA implementation of the stats model?