VARMA model support

[dark-art]

Description

No response

Use case

No response

[jmoralez]

Hey @dark-art, thanks for using statsforecast. We currently don't support that model, can you include a reference to it so we can look into the implementation details?

[StatKumar]

@jmoralez can I work on adding VARMA model feature?

[github-actions]

This issue has been automatically closed because it has been awaiting a response for too long. When you have time to to work with the maintainers to resolve this issue, please post a new comment and it will be re-opened. If the issue has been locked for editing by the time you return to it, please open a new issue and reference this one.

[holderhe]

Upvote for this and sVARMA! It is appreciated that auto_varma would be supported.
see the doc of the repo statsmodels as a reference.

[github-actions]

This issue has been automatically closed because it has been awaiting a response for too long. When you have time to to work with the maintainers to resolve this issue, please post a new comment and it will be re-opened. If the issue has been locked for editing by the time you return to it, please open a new issue and reference this one.