Recursive forecast using linear regression, single time series, and with lag & future-known features

[AhmedThahir]

I am aware of how to achieve the same in Darts, but I couldn't find a like-to-like way to achieve the same in sktime.

I need the equivalent of this

Kindly help me out with this.

Please note that I'm very new to the world of forecasting so excuse me if I missed out on something, so if it's already available in the documentation, kindly point me out to the correct references.

[yarnabrina]

Please take a look at make_reduction.

[AhmedThahir]

Hiiii, I did check on make_reduction, but I wasn't able to understand how to include future known covariates.

[fkiraly]

You include them as X in predict (or predict_interval etc)

[AhmedThahir]

Thanksss!