TransferFunctionOLS.fit

TransferFunctionOLS.fit(X, y)

Fit OLS model with HAC/ARIMAX errors.

Note: This method expects X to already contain the transformed treatment variables. Transform parameter estimation is handled by the experiment class.

Parameters:

• X (np.ndarray) – Full design matrix (n_obs, n_features) including baseline AND transformed treatment variables.

• y (np.ndarray) – Outcome variable (n_obs,).

Returns:

self – Fitted model.

Return type:

TransferFunctionOLS