StateSpaceTimeSeries.fit

StateSpaceTimeSeries.fit(X, y, coords=None)

Fit the model, drawing posterior samples.

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).

Returns:

InferenceData with parameter draws.

Return type:

az.InferenceData