StateSpaceTimeSeries.build_model

StateSpaceTimeSeries.build_model(X, y, coords)

Build the PyMC state-space model.

Parameters:

• X (xr.DataArray) – Input features with dims [“obs_ind”, “coeffs”]. Not used by state-space models, but kept for API compatibility.

• y (xr.DataArray) – Target variable with dims [“obs_ind”, “treated_units”].

• coords (dict) – Coordinates dictionary. Must contain “datetime_index” (pd.DatetimeIndex).

Return type:

None