StateSpaceTimeSeries.build_model#

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

Build the PyMC state-space model.

Parameters:

  • X (DataArray | None) – Input features with dims [“obs_ind”, “coeffs”]. Not used by state-space models, but kept for API compatibility.

  • 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, but datetime is preferentially extracted from y.coords[‘obs_ind’].

Return type:

None