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Restore of DFM.py and constants.py
1 parent 93174b6 commit 7846f15

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pymc_extras/statespace/models/DFM.py

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pymc_extras/statespace/utils/constants.py

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SEASONAL_MA_PARAM_DIM = "seasonal_lag_ma"
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ETS_SEASONAL_DIM = "seasonal_lag"
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FACTOR_DIM = "factor"
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ERROR_AR_PARAM_DIM = "error_ar_lag"
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NEVER_TIME_VARYING = ["initial_state", "initial_state_cov", "a0", "P0"]
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VECTOR_VALUED = ["initial_state", "state_intercept", "obs_intercept", "a0", "c", "d"]
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