StateSpaceTimeSeries.fit

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

Fit the model, drawing posterior samples.

Parameters:

• X (xr.DataArray, optional) – 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”]. Must have datetime coordinates on obs_ind.

• coords (dict, optional) – Coordinates dictionary. Can contain “datetime_index” for backwards compatibility.

Returns:

InferenceData with parameter draws.

Return type:

az.InferenceData