PyMCForecastAdapter.predict#

PyMCForecastAdapter.predict(X, *, coords=None, out_of_sample=False)[source]#

Predict in-sample or forecast the counterfactual.

Parameters:
  • X (Any) – Design matrix for which to generate predictions.

  • coords (dict[str, Any] | None) – Coordinate metadata accepted by the forecasting backend but not used by its forecasting implementation.

  • out_of_sample (bool) – True draws the post-period counterfactual via the model’s forecasting path.

Returns:

Posterior draws of mu with canonical prediction dimensions.

Return type:

xr.DataArray