title: How do I input multiple exogenous variables into a SARIMAX model in statsmodel?
body: <p>In statsmodels, for the SARIMAX or ARIMA model, I would like to use more than one additional external variable (exogenous variables). E.g. I want to predict yield at time t using AR of lag 3 for the yield time series and AR of lag 4 with weather temperature time series and another variable of market price with AR of lag 3. It doesn't appear possible? Any examples or explanation of how this can be done? </p>