pymc-devs · jessegrabowski · Aug 18, 2023 · May 29, 2023 · May 29, 2023 · May 29, 2023
diff --git a/conda-envs/environment-test.yml b/conda-envs/environment-test.yml
@@ -9,6 +9,7 @@ dependencies:
 - pytest>=3.0
 - dask
 - xhistogram
+- statsmodels
 - pip:
   - pymc>=5.6.0  # CI was failing to resolve
   - blackjax

diff --git a/conda-envs/windows-environment-test.yml b/conda-envs/windows-environment-test.yml
@@ -8,6 +8,7 @@ dependencies:
 - pytest>=3.0
 - dask
 - xhistogram
+- statsmodels
 - pip:
   - pymc>=5.6.0  # CI was failing to resolve
   - scikit-learn
diff --git a/docs/api_reference.rst b/docs/api_reference.rst
@@ -58,3 +58,13 @@ Utils
    prior.prior_from_idata
    model_fgraph.fgraph_from_model
    model_fgraph.model_from_fgraph
+
+Statespace Models
+=================
+.. automodule:: pymc_experimental.statespace
+.. toctree::
+   :maxdepth: 1
+
+   statespace/core
+   statespace/filters
+   statespace/models
diff --git a/docs/statespace/core.rst b/docs/statespace/core.rst
@@ -0,0 +1,10 @@
+********************
+Statespace Core
+********************
+
+.. automodule:: pymc_experimental.statespace.core
+.. autosummary::
+   :toctree: generated
+
+    PytensorRepresentation
+    PyMCStateSpace
diff --git a/docs/statespace/filters.rst b/docs/statespace/filters.rst
@@ -0,0 +1,15 @@
+********************
+Kalman Filters
+********************
+
+.. automodule:: pymc_experimental.statespace.filters
+.. autosummary::
+   :toctree: generated
+
+    StandardFilter
+    UnivariateFilter
+    SteadyStateFilter
+    KalmanSmoother
+    SingleTimeseriesFilter
+    CholeskyFilter
+    LinearGaussianStateSpace
diff --git a/docs/statespace/models.rst b/docs/statespace/models.rst
@@ -0,0 +1,20 @@
+*****************
+Statespace Models
+*****************
+
+.. automodule:: pymc_experimental.statespace.models
+.. autosummary::
+   :toctree: generated
+
+    BayesianARIMA
+    BayesianVARMAX
+
+*********************
+Structural Components
+*********************
+
+.. currentmodule:: pymc_experimental.statespace.models
+.. toctree::
+   :maxdepth: 2
+
+   models/structural
diff --git a/docs/statespace/models/structural.rst b/docs/statespace/models/structural.rst
@@ -0,0 +1,16 @@
+*********************
+Structural Components
+*********************
+
+.. automodule:: pymc_experimental.statespace.models.structural
+.. autosummary::
+   :toctree: generated
+
+   LevelTrendComponent
+   AutoregressiveComponent
+   TimeSeasonality
+   FrequencySeasonality
+   MeasurementError
+
+   StructuralTimeSeries
+   Component
diff --git a/notebooks/ARMA Example.ipynb b/notebooks/ARMA Example.ipynb