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add msarimax#1144

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add msarimax#1144
janrth wants to merge 3 commits into
Nixtla:mainfrom
janrth:feat/msarimax

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@janrth janrth commented Apr 27, 2026

Adds Multiple Seasonality Sarimax Model.

Core model and Automodel are provided.

Documentation updated and the Auto example notebook shows a full search method and a pruned method because Auto search can be slow for MSarimax.

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CLAassistant commented Apr 27, 2026

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All committers have signed the CLA.

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Comment thread python/statsforecast/msarimax.py Outdated
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