Input Features ARIMA model

Question

I am learning about the ARIMA model. My training set consists of 1) a date, 2) about 20 input features for each date, 3) output variable. Do ARIMA models take in as input multiple input features and then predict one of the features? Or do they only operate on a single variable?

Answer 1

ARIMA models are time series models, so they do not allow exogenous variables. There are various extensions of ARIMA models that do include exogenous variables including ARIMAX models, transfer function models, dynamic regression models, etc.