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Allow forecasting with exogenous variables #372
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ricardoV94
approved these changes
Oct 14, 2024
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Perhaps show the use of the functionality in one of the NBs?
Scale rotated covariance matrices to have unit std
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I agree that this needs some notebooks to show the new usage, but I will do them in a follow up PR |
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Enable scenario-based forcasting in VARMAX, SARIMAX, and structural models with regressions.
Couple to-dos before its ready for review:
sample_conditional_posterior
orsample_conditional_prior
.Otherwise things seem to be working