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I suggest adding the topics `time-series-analysis`, `vector-autoregression` in the About section. GitHub topic search is brittle, so that the results of topic searches for `vector-autoregression` and …
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> Nice!
> Is it possible to compute conf intervals for the forecasts?
>
> Also, I'm not sure if this is w/i the scope of your package, but it's often convenient to derive [IRFs w/ confidence ban…
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Hi
I identified a strange behavior:
I estimate a VectorAutoRegression model and when I use numpyro.enable_validation(is_validate=True), (which I had in the code
for some versions of the model wit…