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.