StateSpaceTimeSeries.score

StateSpaceTimeSeries.score(X=None, y=None, coords=None)

Score the Bayesian R^2 given inputs X and outputs y.

Parameters:

• X (DataArray | None) – Input features. In-sample predictions come from the Kalman smoother, so X is not used here.

• y (DataArray | None) – Target variable with dims [“obs_ind”, “treated_units”].

• coords (dict[str, Any] | None) – Not used, kept for API compatibility.

Returns:

R² score and standard deviation for each treated unit.

Return type:

pd.Series