If there are multiple y data, can they be included in the analysis?

[boozesounds]

a is y and we want to analyze b and c together.

But if I use add lagged regressor

The contents of the csv file are not included, but the existing y data is written as it is. What should I do?

[ourownstory]

hi @boozesounds Do you mind explaining in more detail what you are trying to do here?

[boozesounds]

Exogenous variables of a are b and c. Since (b,c) is an exogenous variable related to (a) data, I am sure that analyzing b,c together will increase the prediction accuracy. But I don't know how to analyze the exogenous variables b and c together when predicting the future of a.