facebook / facebook/prophet

Variable Importance

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Description

Hello, I ran this code `m.train_component_cols.T.dot(np.array(m.params['beta'])[0]).to_frame()`
to get a list of betas for my model.
1. Is there a way for us to rank how important the contribution is for each beta without fitting the model with and without a regressor?
2. Is there a way to determine if a beta value is statistically significant?

Thanks!

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