StateSpaceTimeSeries.score#

StateSpaceTimeSeries.score(X=None, y=None, coords=None, **kwargs)[source]#

Score the Bayesian R^2 given inputs X and outputs y.

Parameters:

  • X (DataArray | None) – Input features. Not used by state-space models, but kept for API compatibility.

  • y (DataArray | None) – Target variable with dims [“obs_ind”, “treated_units”].

  • coords (dict[str, Any] | None) – Not used, kept for API compatibility.

  • **kwargs (Any) – Forwarded to PyMCModel.score().

Returns:

R² score and standard deviation for each treated unit.

Return type:

pd.Series