Exogenous Variables in Time Series Models
If your error is already very low, you don't have to use xreg, otherwise you may increase the error, but it's worth to try. But if your error is high because your model can't capture the seasonality that you want, try to use an exogenous variable (xreg) for forcing an seasonality.

You can use weekends/holidays dates as an xreg, recurring 0/lowest values is an example of the very thing you want your model to learn. But in my experience, simply try to use the X histogram (binned X) as an xreg, before you try anything. I found that fact after my months of confusion.

The intuition is you can see the histogram/bin as a product of the seasonality itself.