PyMCForecastAdapter.fit

PyMCForecastAdapter.fit(X, y, *, coords=None, **fit_kwargs)

Fit the forecasting model on the pre-period.

Parameters:

• X (Any) – Design matrix with dims ["obs_ind", "coeffs"].

• y (Any) – Outcome with dims ["obs_ind", "treated_units"].

• coords (dict[str, Any] | None) – Coordinate metadata; ignored (real coordinates are read from X and y).

• **fit_kwargs (Any) – Extra keyword arguments forwarded to the model’s fit.

Return type:

InferenceData