add explanatory variables to unobserved_components #331
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guilhermebodin
requested changes
Oct 9, 2024
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I added the simulation functions. However, I think I may have found a possible error in the forecast function with exogenous features. The function was calling model.system.Z instead of forecasting_model.system.Z. This did not break the basic structural explanatory setup because X_forecast and X_train were both matrices of ones. Please check if this is correct. |
guilhermebodin
approved these changes
Oct 9, 2024
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