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Update pymc/distributions/timeseries.py
Co-authored-by: Ricardo Vieira <[email protected]>
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pymc/distributions/timeseries.py

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@@ -209,7 +209,7 @@ def logp(
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init_logp = logprob.logp(init, value[..., 0])
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# Make time series stationary around the mean value
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stationary_series = at.diff(value, axis=-1)
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stationary_series = value[..., 1:] - value[..., :-1]
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series_logp = logprob.logp(Normal.dist(mu, sigma), stationary_series)
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return init_logp + series_logp.sum(axis=-1)

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