CLN/TST: Improve arima_process

Clean and test arima process functions
bashtage · May 14, 2017 · 0493843 · 0493843
1 parent 95387b1
commit 0493843
Show file tree

Hide file tree

Showing 4 changed files with 515 additions and 430 deletions.
diff --git a/statsmodels/sandbox/tsa/fftarma.py b/statsmodels/sandbox/tsa/fftarma.py
@@ -239,9 +239,9 @@ def spdroots(self, w):
 
         builds two arrays (number of roots, number of frequencies)
         '''
-        return self.spdroots_(self.arroots, self.maroots, w)
+        return self._spdroots(self.arroots, self.maroots, w)
 
-    def spdroots_(self, arroots, maroots, w):
+    def _spdroots(self, arroots, maroots, w):
         '''spectral density for frequency using polynomial roots
 
         builds two arrays (number of roots, number of frequencies)

diff --git a/statsmodels/tsa/arima_model.py b/statsmodels/tsa/arima_model.py
@@ -1497,7 +1497,7 @@ def predict(self, start=None, end=None, exog=None, dynamic=False):
     def _forecast_error(self, steps):
         sigma2 = self.sigma2
         ma_rep = arma2ma(np.r_[1, -self.arparams],
-                         np.r_[1, self.maparams], nobs=steps)
+                         np.r_[1, self.maparams], lags=steps)
 
         fcasterr = np.sqrt(sigma2 * np.cumsum(ma_rep**2))
         return fcasterr
@@ -1815,7 +1815,7 @@ def predict(self, start=None, end=None, exog=None, typ='linear',
     def _forecast_error(self, steps):
         sigma2 = self.sigma2
         ma_rep = arma2ma(np.r_[1, -self.arparams],
-                         np.r_[1, self.maparams], nobs=steps)
+                         np.r_[1, self.maparams], lags=steps)
 
         fcerr = np.sqrt(np.cumsum(cumsum_n(ma_rep, self.k_diff)**2)*sigma2)
         return fcerr