hi, I am aware of the built-in time series distributions, but have a question how to accomplish something similar to the follow Stan program: parameters { real a; vector[100] x_t; } model { x_t[1:] ~ normal(a * x_t[:99], 0.1); // make predictions with x_t } In words, x_t is a lag 1 auto…

Time series implementation questions

maedoc October 21, 2022, 3:05pm 11

Lots of interesting bits in the notebook thanks, I’ll look closer at aeppl as well.

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