text: Title: Questions about using the known exogenous variables to conduct forecasted values
  Body: Hi developers,
  
  I have a little confusion about **using the known exogenous variables** to conduct forecasted values.  
  Firstly, I use the **multi-series function to "predict"** all the exogenous variables and the target output Y simultaneously. After that, I would like to use the 'predicted values' of the exogenous variables to conduct the direct/recursive forecasting for the target output Y, and I refer the related documents such as the example of [weather exogenous](https://www.cienciadedatos.net/documentos/py39-forecasting-time-series-with-skforecast-xgboost-lightgbm-catboost.html) variables.
  However, I have the confusion about dealing with the known future values in an appropriate place because they are the future known values and the format are "not consistent" with the known training data. How can I "combine" them together during using the skforecast framework?
  
  
   