adding exogenous regressors only to one level in hierarchy

Hello,

I was adding exogenous regressors to the forecasting hierarchy using ARIMA model and formula notation. It works well when the exogenous values are added to all levels in a hierarchy.

However, I would like to try applying them only to one level in hierarchy.

I tried replacoing values of exogenous values on the levels I do NOT need with NA. This solution causes all models to become "NULL model" after fitting model() object. During fitting, I also get a warning messages saying that exogenous variables have been dropped because the matrix was rank deficient.

I can not drop exogenous values completely, since exogenous values are columns in the data frame with the forecasting groups.

Would love to hear your feedback on that. Seems like an essential functionality to me

Start by reproducing the hierarchy forecast with ARIMA, formula notation, exogenous columns, and NA values at levels where regressors should not apply. Investigate how model() handles those columns and define completion as supporting regressors at only one hierarchy level without producing NULL models or rank-deficiency warnings.