What's the purpose of the "predictions" argument in the pymc.sample_posterior_predictive function?

Hi,

Is there any reference that elaborates on the purpose of the predictions argument in the sample_posterior_predictive function? By default it is set to False and I thought that I could use the values in trace.posterior_predictive to get my predictions. However, after diving into the Forecasting with Structural AR Timeseries notebook, I found out the author uses predictions=True and trace.predictions, and this produces wider intervals in the prediction plots.

Any guidance is appreciated.

1 Like

This question has been answered here. For convenience, I’m sharing the same screenshot with the explanation:

3 Likes