I know that originally there was an intention to go through structural time series as well (which I think was not covered at the end).
Does anybody know of any good resources about this topic (except from the Kevin Murphy’s book and sts-jax repository) ?
We wrote about it in our book. If I say so myself, I think the diagrams we have in there are great! It uses TFP since at the time that was the best api out there. With newer libraries a good way to learn would be to translate the examples!