def _create_latent_variables(self):
        """ Creates the model's latent variables

        Returns
        ----------
        None (changes model attributes)
        """

        no_of_features = self.ar

        self.latent_variables.create(name='Bias', dim=[self.layers, self.units], prior=fam.Cauchy(0, 1, transform=None), q=fam.Normal(0, 3))

        self.latent_variables.create(name='Output bias', dim=[1], prior=fam.Cauchy(0, 1, transform=None), q=fam.Normal(0, 3))

        self.latent_variables.create(name='Input weight', dim=[self.units, self.ar], prior=fam.Cauchy(0, 1, transform=None), q=fam.Normal(0, 3))

        self.latent_variables.create(name='Hidden weight', dim=[self.layers-1, self.units, self.units], prior=fam.Cauchy(0, 1, transform=None), q=fam.Normal(0, 3))

        self.latent_variables.create(name='Output weight', dim=[self.units], prior=fam.Cauchy(0, 1, transform=None), q=fam.Normal(0, 3))