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Add autoregressive model to V4 #5291

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mjhajharia opened this issue Dec 28, 2021 · 3 comments · Fixed by #5734
Closed

Add autoregressive model to V4 #5291

mjhajharia opened this issue Dec 28, 2021 · 3 comments · Fixed by #5734
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@canyon289
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v4
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v4.0.0

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@mjhajharia
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mjhajharia commented Dec 28, 2021 •
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created this issue linked to the project for porting time series distributions to v4
@mjhajharia
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related to #4642

@twiecki twiecki added this to the v4.0.0 milestone Dec 29, 2021
@ricardoV94
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@mjhajharia Can you give a more descriptive name to this issue?

@canyon289 canyon289 changed the title AR Add autoregressive model to V4 Dec 30, 2021
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Add at minimum AR1 model to PyMC v4, ideally add AR(n) to facilitate addition of ARMA model

@canyon289 canyon289 self-assigned this Dec 30, 2021
@mjhajharia mjhajharia mentioned this issue Jan 3, 2022
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@mjhajharia mjhajharia mentioned this issue Jan 25, 2022
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@mjhajharia mjhajharia added the v4 label Jan 26, 2022
@ricardoV94 ricardoV94 modified the milestones: v4.0.0, v4.0.0b3 Jan 30, 2022
@ricardoV94 ricardoV94 modified the milestones: v4.0.0, v4.1.0 Apr 1, 2022
@ricardoV94 ricardoV94 mentioned this issue Apr 29, 2022
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@michaelosthege michaelosthege modified the milestones: v4.1.0, v4.0.0 Jul 2, 2022
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@canyon289 canyon289

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v4
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Refactor AR distribution ricardoV94/pymc
AR1 time series distribution [WIP] pymc-devs/pymc
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@twiecki @michaelosthege @canyon289 @ricardoV94 @mjhajharia