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Hello!
I'm trying to use SHAP in time series forecast, let's say I have a multivariete time series with various exogenous time series, and I want to predict a univariete time series.
I want to u…
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To the best of my knowledge, it is not possible to add lags of the exogenous variables in either the VAR model or its state-space equivalent VARMAX.
Is there any known work-around to get a VARX(p,q…
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# Book: Good Strategy / Bad Strategy by Richard Rumelt
## Aiming to read:
Chapters: 13,14,15
- Introduction - Overwhelming Obstacles (~8 pages)
### Part I: Good and Bad Strategy
- 1: Good S…
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Hi. I am using using statsmodels installed with Anaconda with following versions:
```
>>> statsmodels.__version__
'0.9.0'
>>> exit()
(base) C:\Users\emirzayev>conda --version
conda 4.6.2
…
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In #112 we extended the CompletePolyDR to work with any type of non-empty endogenous grid.
We should be able to do the same for exogenous grids, but I want to have a quick discussion as to _how_ we…
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**Is your feature request related to a problem? Please describe.**
Currently, we only use lagged values of exogenous variables in forecasting reductions, up to the cutoff point, like the endogenous s…
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**Describe the bug**
Reduced regression model produce the same forecasts with different exogenous variables
**To Reproduce**
```python
!pip install sktime # 0.22.0
from sktime.forecastin…
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Hi,
I have few exogenous variables in my dataset which are to be controlled for . Can the same be handled using bvar() as I haven't came across any arguments in the documents.
Regards
Arnab
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Issue: Difference in Differences (DiD) methods using control groups can yield more accurate savings estimates than normalized pre and post intervention comparisons of participant groups only.
Prer…
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I am having issues fitting GASX (Poisson family) models with more than one exogenous variable.
`MLE` estimation yields a summary tabels full of NANs without any warning messages about what could be…