>>> ar = AutoARIMA(massive=True,
                   group_params={'Group_1':{'background_size':5},
                                 'Group_2':{'output_fitted':False}})
>>> ar.fit(data=df,
           key='ID',
           group_key='GROUP_ID',
           endog='Y',
           exog=['X1', 'X2', 'X3'],
           group_params={'Group_1':{'categorical_variable':'X1'}})