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Remove k_endog & k_exog parameters in SSM
#599
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… and updated tests accordingly
…exogenous variables and updated tests accordingly
…dog_names required and exog_state_names required for exogenous variables and updated tests accordingly
…quired and exog_names required if exogenous variables are requested and updated tests accordingly
…k_endog and k_exog parameters
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Hey @jessegrabowski, after updating all the models and the regression component in the structural api the complexity of the validation code dropped quite a bit. I am looking at pulling out that VARMAX validation utility to use across all the other models (SARIMAX, ETS, DFM) but the only commonality between them is how the |
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I was going to say yes anyway :D |
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Jesse, I marked the two open issues for closer upon merging this PR. |
This PR is related to #589 and aims to remove redundant parameters
k_endogandk_exogfrom SSM models. The following models will be updated:In addition, this PR will also address
Closes #587
Closes #589