I read that the ARIMAX is a composition of the Box-Jenkins approach and structural models. The X represents the structural part of the ARIMAX. Can the covariates in X be lagged, or are these meant to be at time 't'?

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    $\begingroup$ They can be lagged, no problem there. $\endgroup$ – Richard Hardy Jun 7 '19 at 7:52
  • $\begingroup$ Thank you for the clarification Richard. $\endgroup$ – spdrnl Jun 7 '19 at 8:06

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