code: def fit_transform(self, y, exogenous=None, **transform_kwargs):
          
          self.fit(y, exogenous)
          return self.transform(y, exogenous, **transform_kwargs)
docs: Fit and transform the arrays
  
          Parameters
          ----------
          y : array-like or None, shape=(n_samples,)
              The endogenous (time-series) array.
  
          exogenous : array-like or None, shape=(n_samples, n_features), optional
              The exogenous array of additional covariates.
  
          **transform_kwargs : keyword args
              Keyword arguments required by the transform function.