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Update DFM.py
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pymc_extras/statespace/models/DFM.py

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@@ -41,6 +41,12 @@ class BayesianDynamicFactor(PyMCStateSpace):
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Names of the observed time series. If not provided, default names will be generated as `endog_1`, `endog_2`, ..., `endog_k` based on `k_endog`.
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At least one of `k_endog` or `endog_names` must be provided.
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k_endog : int
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Number of observed time series.
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endog_names : Sequence[str], optional
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Names of the observed time series. If not provided, default names will be generated as `endog_1`, `endog_2`, ..., `endog_k`.
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exog : array_like, optional
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Array of exogenous regressors for the observation equation (nobs x k_exog).
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Default is None, meaning no exogenous regressors.

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