There's a Python tool inside Alteryx. Read the data you want to predict into the workflow and then connect it to the Python tool.
Could either stream the results you want out of the Python tool or you could use a control container and get the Python Tool to output everything you want i.e. confusion matrix, result files, etc, and then read those objects back into the Alteryx workflow. I mention this as the Python tool only outputs a DataFrames. You could output 1 anchor with tabular results, and another anchor with file paths if you want to take images created from Python and leverage the reporting tools.
As a side note, not sure if you've used the Time Series tools in Alteryx? There's ETS & Arima. Arima supports covariates. Both support batching with the Time Series Factory tools that you can get off the marketplace.
All the best,
BS