When creating predictions using Vertex AI Tabular Forecasting, do the different time series affect eachother?

Question

I am creating a model in Vertex AI AutoML to make forecasts on a collection of time series that are dependant on each other. When I create predictions, no matter what inputs I give to the model, it seems like the time series are entirely independent. Is this the expected behaviour? Is there a way I can train the model in a way that the inputs of the time series affect eachother?