Reference Issues/PRs

Fixes #205

Summary

This pull request introduces the initial implementation of the lags=None feature, which currently only functions with the strategy="recursive" setting. If this approach meets the requirements for solving the referenced issue, I recommend expanding this functionality in a uniform manner throughout the codebase.

Proposed Changes

• Implement the lags=None option in the context of strategy="recursive".
• Outline a plan for extending this feature across other relevant parts of the codebase.

Code to Test the Implementation

import polars as pl
from functime.forecasting import linear_model
from functime.seasonality import add_calendar_effects

y = pl.read_parquet("https://github.com/functime-org/functime/raw/main/data/commodities.parquet")
entity_col, time_col = y.columns[:2]
X = (
    y.select([entity_col, time_col])
    .pipe(add_calendar_effects(["month"]))
    .collect()
)

forecaster_linear = linear_model(
    freq="1mo",
    lags=None
)
y_preds, y_resids = forecaster_linear.backtest(y=y, X=X, test_size=12, step_size=12, n_splits=5)