StateSpaceTimeSeries.fit#

StateSpaceTimeSeries.fit(X=None, y=None, coords=None)[source]#

Fit the model, drawing posterior samples.

Parameters:

  • X (DataArray | None) – Input features with dims [“obs_ind”, “coeffs”]. Columns other than the patsy “Intercept” become exogenous regressors.

  • y (DataArray | None) – Target variable with dims [“obs_ind”, “treated_units”]. Must have datetime coordinates on obs_ind.

  • coords (dict[str, Any] | None) – Coordinates dictionary. Can contain “datetime_index” for backwards compatibility.

Returns:

DataTree with parameter draws.

Return type:

xr.DataTree