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@Dekermanjian Dekermanjian commented Jul 31, 2025

I went through the statespace notebooks:

  • ETS
  • VARMAX
  • SARMA
  • Custom statespace

and made sure that first there are no breakages that lead to error outputs but also updated specific parts that are going to be deprecated in the future like how/when mode="JAX" is being used.

I also updated the shape of the sigma parameter specified by the SARIMAX implementation where it was returning a shape of None instead of () for a scalar

This is related to issue #553

…r latest changes made to state space and updated SARIMAX sigma shape specification to be consistent with statespace structural
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AlexAndorra commented on 2025-07-31T21:35:20Z
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Line #36.            # I think here you want to use the forecast index instead due to missing value imputation

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Looks great @Dekermanjian , thanks a lot! I just left a comment in the ETS NB. Please make sure the tests pass, and then I'll merge. LMK if you have any questions!

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Thank you, Alex! I went ahead and removed the lingering comments I made in the code. I tested locally and everything passes.

@AlexAndorra AlexAndorra merged commit 2d16ad0 into pymc-devs:main Jul 31, 2025
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2 participants