Dynamical Factor Models (DFM) Implementation (GSOC 2025)#446

Draft

andreacate wants to merge 7 commits intopymc-devs:mainfrom

andreacate:DFM_draft_implementation

Commits on Aug 9, 2025

Updating test following test_ETS.py and small adjustment for exog variables in DFM.py
andreacate
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Commits on Aug 10, 2025

Added support for joint VAR modelling (error_var=True)
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