diff --git a/pymc_extras/statespace/models/structural/components/autoregressive.py b/pymc_extras/statespace/models/structural/components/autoregressive.py index 5b0ee4e01..d522ea1fa 100644 --- a/pymc_extras/statespace/models/structural/components/autoregressive.py +++ b/pymc_extras/statespace/models/structural/components/autoregressive.py @@ -114,7 +114,7 @@ def populate_component_properties(self): if self.k_endog > 1: self.param_dims[f"params_{self.name}"] = ( f"endog_{self.name}", - AR_PARAM_DIM, + f"lag_{self.name}", ) self.param_dims[f"sigma_{self.name}"] = (f"endog_{self.name}",) diff --git a/pymc_extras/statespace/models/structural/core.py b/pymc_extras/statespace/models/structural/core.py index e6f981ce3..2a0717f0b 100644 --- a/pymc_extras/statespace/models/structural/core.py +++ b/pymc_extras/statespace/models/structural/core.py @@ -362,7 +362,7 @@ def extract_components_from_idata(self, idata: xr.Dataset) -> xr.Dataset: Returns ------- idata: Dataset - An Dataset object with hidden states transformed to represent only the "interpretable" subcomponents + A Dataset object with hidden states transformed to represent only the "interpretable" subcomponents of the structural model. Notes