Add exogenous features support to statsforecast's cross-validation

[quansun]

Description

It appears that while TimeGPT supports this functionality.

However, statsforecast's cross-validation does not currently allow for the inclusion of 'X_ts' (exogenous features in a dataframe). Is this an available feature, or is there a quick workaround to achieve this? Thanks!

Use case

No response

[jmoralez]

Hey. Any extra columns (apart from id, time and target) are treated as exogenous features. The cross validation method doesn't require another argument because it already knows the future values.

[github-actions]

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