BayesianBasisExpansionTimeSeries.score

BayesianBasisExpansionTimeSeries.score(X, y, coords=None, **kwargs)

Score the Bayesian R2. coords must contain “datetime_index”. If X has columns, coords should also have “coeffs”. However, for scoring, exog var names are already known by the model.

Parameters:

• X (ndarray | None)

• y (ndarray)

• coords (Dict[str, Any] | None)

• kwargs (Any)

Return type:

Series