AR dims/coords/shape in v4

Questions v5
16

That’s because I missed a zero. That works!

with pm.Model(coords={"time": df.index.values, "series": [0, 1]}) as m:
    rho = pm.Normal("rho")
    init = pm.Normal.dist()
    sigma = pm.HalfNormal('sigma')
    ar1 = pm.AR("ar1",
                rho=rho,
                sigma=sigma,
                init_dist=init,
                observed=df[['res1', 'res2']].to_numpy().T,
                dims=("series", "time"),
                shape=(2, 10000)
    )
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