Hi Azure Customer,
This request is now added to the roadmap and in progress. Please keep eyes on it. Thank you for your feedback again.
Azure CXP Community
An error occurred while saving the commentJia Liu commented
Update: We added support for Arima in 2019/09, and will release ARIMAX in couple of months. SARIMAX is also in the roadmap. Stay tuned!
New forecasting models will be updated in this wiki: https://docs.microsoft.com/en-us/azure/machine-learning/how-to-auto-train-forecast