title: ML or Time Series Models when we have multiple variables?
body: <p>I have been working on Time Series (forecasting) models in python. I haven't managed to create an ARIMA model (with statsmodels) for multi-variables. Firstly, I am assuming this is possible!? I have managed though to create a set of ML models for multi-variables. </p>
  
  <p>My question is: Are ML models generally better than ARIMA/other time series models, when we are dealing with multi-variables? </p>
  
  <p>I would appreciate any comments or references comparing the two.</p>