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

andrew1 March 23, 2023, 7:23am 4

Thanks, that is what I was looking for

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