Is there yet a general way to forecast n steps ahead using timeseries models, like pm.AR ? I thing that ideally there would be an ‘extra steps’ argument, or something similar to generate extra points beyond the end of the observed data for these models. Or an accessible iterator function supplied …

Forecasting using distributions\timeseries in pymc 4.4.0

ricardoV94 March 23, 2023, 7:14am 3

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