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Rename first seasonal state to "seasonality"
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  • pymc_experimental/statespace/models

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pymc_experimental/statespace/models/ETS.py

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -391,7 +391,8 @@ def state_names(self):
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if self.trend:
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states += ["trend"]
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if self.seasonal:
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states += [f"L{i}.season" for i in range(1, self.seasonal_periods + 1)]
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states += ["seasonality"]
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states += [f"L{i}.season" for i in range(1, self.seasonal_periods)]
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if self.k_endog > 1:
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states = [f"{name}_{state}" for name in self.endog_names for state in states]

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