PyMCForecastAdapter.predict

PyMCForecastAdapter.predict(X, *, out_of_sample=False, **kwargs)

Predict in-sample or forecast the counterfactual.

Parameters:

• X (Any) – Design matrix for which to generate predictions.

• out_of_sample (bool) – True draws the post-period counterfactual via the model’s forecasting path.

• **kwargs (Any) – Additional keyword arguments forwarded to the underlying model.

Return type:

Any