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maintenance of statespace notebooks (#554)
* checked outputs of ets and varmax notebooks updated any code breaks * updated SARMA and custom statespace notebooks to ensure they run after latest changes made to state space and updated SARIMAX sigma shape specification to be consistent with statespace structural * removed lingering comments in ETS notebook
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notebooks/Exponential Trend Smoothing.ipynb

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notebooks/Making a Custom Statespace Model.ipynb

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notebooks/SARMA Example.ipynb

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notebooks/VARMAX Example.ipynb

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pymc_extras/statespace/models/SARIMAX.py

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@@ -293,11 +293,11 @@ def param_info(self) -> dict[str, dict[str, Any]]:
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"constraints": "Positive Semi-definite",
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},
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"sigma_obs": {
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"shape": None if self.k_endog == 1 else (self.k_endog,),
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"shape": () if self.k_endog == 1 else (self.k_endog,),
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"constraints": "Positive",
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},
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"sigma_state": {
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"shape": None if self.k_posdef == 1 else (self.k_posdef,),
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"shape": () if self.k_posdef == 1 else (self.k_posdef,),
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"constraints": "Positive",
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},
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"ar_params": {

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