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 (DataArray) – Baseline design matrix (n_obs, n_baseline_features).

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

• coords (dict[str, Any]) – Coordinate names for PyMC.

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

Return type:

None