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Econometrics is a field of statistics dealing with applications to economics.

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SARIMAX with lagged exogenous variable

From what I understand, SARIMAX models exogenous variables are not lagged, i.e. to estimate $y_t$ value, you need $x_t$ exogenous variables, not $x_{t-i}$. I could do a workaround by creating lagged v …
Oliver Mohr Bonometti's user avatar