TransferFunctionARRegression.build_model

TransferFunctionARRegression.build_model(X, y, coords, treatment_data)

Build the PyMC model with transforms and AR(1) errors using quasi-differencing.

Parameters:

• X (xr.DataArray) – Baseline design matrix (n_obs, n_baseline_features).

• y (xr.DataArray) – Outcome variable (n_obs, 1).

• coords (dict) – Coordinate names for PyMC.

• treatment_data (xr.DataArray) – Raw treatment variables (n_obs, n_treatments).