Trying to estimate the lag and the way x affects y. In essence, the model should look like: lag = pm.DiscreteUniform("lag", 1, 12) p = pm.Deterministic("p", 1.0 / (1. + np.exp(beta * x[12-lag:-lag] + alpha))) y = pm.Normal("y", gamma * y[11:-1] + gamma2 * p, sigma=sigma, observed=y[12:]) Unfortuna…

Variable Lag and slicing

vasily April 29, 2023, 11:08am 3

The types of x and y are numpy.ndarray

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