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Choose exact lags in 'get_sklearn_wrapper' #73

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carlosg-m opened this issue Jul 25, 2023 · 0 comments
Open

Choose exact lags in 'get_sklearn_wrapper' #73

carlosg-m opened this issue Jul 25, 2023 · 0 comments
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enhancement New feature or request

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@carlosg-m
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I'm trying to replicate statsmodels's Autoreg, with this wrapper and Ridge Regression. Results seems to be on point, however statsmodel gives the option to choose the exact lags to be included in the model.

Is there such an option in the get_sklearn_wrapper method?

@carlosg-m carlosg-m added the enhancement New feature or request label Jul 25, 2023
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