So I'm trying to do multivariate time series prediction and a google search led me to this article: https://bookdown.org/singh_pratap_tejendra/intro_time_series_r/neural-networks-in-time-series-analysis.html
It says at the bottom that "For forecast of neural net models with external regressor, we need to have future values of the external regressor to be fed in the forecast function." does that mean I have to do a univariate forecasting on the variable I want to use as a regressor, and then feed that into the model?
I also don't understand the part about using multiple regressors. What is "y" doing here? I'm not sure about its purpose. Is it a typo that they are claiming it is the variable they are trying to predict and not the regressor? Will I just need to another xreg in the arguments?