diff --git a/pymc_extras/statespace/models/structural/components/autoregressive.py b/pymc_extras/statespace/models/structural/components/autoregressive.py index e20c5caa7..b5662d0de 100644 --- a/pymc_extras/statespace/models/structural/components/autoregressive.py +++ b/pymc_extras/statespace/models/structural/components/autoregressive.py @@ -6,7 +6,7 @@ from pymc_extras.statespace.utils.constants import AR_PARAM_DIM -class AutoregressiveComponent(Component): +class Autoregressive(Component): r""" Autoregressive timeseries component @@ -59,7 +59,7 @@ class AutoregressiveComponent(Component): import pytensor.tensor as pt trend = st.LevelTrendComponent(order=1, innovations_order=0) - ar = st.AutoregressiveComponent(2) + ar = st.Autoregressive(2) ss_mod = (trend + ar).build() with pm.Model(coords=ss_mod.coords) as model: @@ -211,3 +211,6 @@ def make_symbolic_graph(self) -> None: cov_idx = ("state_cov", *np.diag_indices(k_posdef)) self.ssm[cov_idx] = sigma_ar**2 + + +AutoregressiveComponent = Autoregressive