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I would like to use the stlf forecast function from the R package forecast (http://cran.r-project.org/web/packages/forecast/index.html) and include regressors in the model.

Question 1: This can only be done using "" method="arima" "" - right?

Question 2: For the model calibration the parameter "xreg" should work but how can I enter the new data for th forecast? "newxreg" did not work for me.

Thank you

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The forecast.stl() function does not allow for regressors. If you include an xreg argument with method="arima", it will be used in the fitted model, but not in the forecasts. You could modify the forecast.stl() function to handle this.

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