[EricLeer]

Not really sure what you are looking for, but the easiest might be to just add lags of your input variables in the same linear model that you are using.

If you are looking for an actual timeseries method I would checkout either darts [0] or statsforecast [1]. They are currently the most mature timeseries packages.

[0] https://unit8co.github.io/darts/ [1] https://github.com/Nixtla/statsforecast