StateSpaceTimeSeries.score

StateSpaceTimeSeries.score(X, y, coords=None, **kwargs)

Compute R^2 between observed and mean forecast.

Parameters:

• X (xr.DataArray) – Input features with dims [“obs_ind”, “coeffs”].

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

• coords (dict, optional) – Not used, kept for API compatibility.

• kwargs (Any)

Returns:

R² score and standard deviation for each treated unit.

Return type:

pd.Series