Interpreting the regressor coefficients
Now let's look at how to inspect the effects of these additional regressors. Prophet includes a package called utilities
, which has a function that will come in handy here, called regressor_coefficients
. Let's import it now:
from fbprophet.utilities import regressor_coefficients
Using it is straightforward. Just pass the model as an argument and it will output a DataFrame with some helpful information about the extra regressors included in the model:
regressor_coefficients(model)
Let's take a look at this DataFrame:
It features a row for each extra regressor in your model. In this case, we have one for temperature and three more for the weather conditions we included. The regressor_mode
column naturally will have strings of either additive
or multiplicative
, depending upon the effect of each specific regressor on 'y'
. The mean...