notebook: GLM rolling regression (run with pymc v5)

[reshamas]

Description

Run notebook with pymc v5

• Notebook follows style guide https://docs.pymc.io/en/latest/contributing/jupyter_style.html
• PR description contains a link to the relevant issue:
  • a tracker one for existing notebooks (tracker issues have the "tracker id" label)
  • or a proposal one for new notebooks
• Check the notebook is not excluded from any pre-commit check: https://github.com/pymc-devs/pymc-examples/blob/main/.pre-commit-config.yaml

Helpful links

• https://github.com/pymc-devs/pymc-examples/blob/main/CONTRIBUTING.md

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[reshamas]

@OriolAbril
Not sure what the issue is in doc building failure, as I reran the notebook and didn't make any significant changes.

[OriolAbril]

I think sphinx-codeautolink had a new release, can you try adding a <latest release pin in requirements-docs.txt?

[OriolAbril]

There already is a patch release of codeautolink and the build works again

[OriolAbril]

Can be merged already, but ideally I would remove aeppl from the watermark

[reshamas]

Ah, Oriol, I was rerunning the notebook to remove the aeppl watermark.