>>> ar = ARIMA(massive=True,
               group_params={'Group_1':{'background_size':5},
                             'Group_2':{'output_fitted':False}})
>>> ar.fit(data=train_df,
           group_params={'Group_1':{'categorical_variable':'AA'},
                         'Group_2':{'categorical_variable':'BB'}))
>>> ar.predict(data=pred_df,
               group_params={'Group_1':{'forecast_method':'formula_forecast'}})