Autoregressive state-space models

Mrs. Young | July 17, 2025

This method also belongs to Alternative paradigms.

Table of Contents

  1. Description & principle
  2. Reference articles
  3. Packages
  4. Assessment table

Description & principle

A clear, technical yet accessible explanation of the method, its core principle(s).

Major variants

optional

If the method has variants that seem important, either already widespread or promising and well documented.

Further online resources

References to useful online resources to get started, e.g. explanation blogs

Reference articles

Method

  • One or a few key academic references that introduce or formalize the method.

Research applications

With RS data in Ecology / Biodiversity

  • A

Without RS data (Ecology domain)

optional

  • B

Packages

Python

R

Code Cells

optional

Assessment table

CategoryCriteriaAssessment
OutcomeObjectiveEffect estimation, Causal relationship(s), Predictive task + interpretability, Detection, Scenario projection
 EstimandCATE
Data compatibilityTypePanel data (many samples)
 Required TS length≥ 100
 Handles few samplesNo
 Handles huge datasets (n)Most do
 Handles missing dataNo: requires prelim. correction
 RS-data provenYes
AssumptionsFunctional formLinear, Quadratic, Non-linear, Additivity, Assumption-free
 No unobserved confoundersRelaxes assumption, Time-varying OR site-varying
 No interferenceDesirable, Relaxes assumption
 Well-defined treatmentsDesirable
 Common support (positivity)Recommended
 Causal Markov ConditionRequired
 FaithfulnessRequired
 IDDRelaxes assumption
 Model specific assumptionParallel trends, Stationarity, Good covariate balance, Instrument validity, Normality of random effects
Model propertiesRequires explicit processesOptional
 Exposure typeAll
 Number of variablesMultivariate
 Handles lag effectsPossible
 Propagates uncertaintyInherent capacity
 Parametric natureParametric, Semi-parametric, Non-parametric
PackagesLanguageR, Python
 UsageTechnical but well documented, Sparse documentation

References