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Fix SARIMAX seasonal_order parameter name in the wrapper #711

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merged 1 commit into from
Sep 6, 2022

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EgorKraevTransferwise
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@EgorKraevTransferwise EgorKraevTransferwise commented Sep 1, 2022

Why are these changes needed?

The SARIMAX wrapper passed the seasonal parameters as the seasonality_order keyword arg to the statsmodels SARIMAX implementation, whereas the right name is seasonal_order.

As a result, the 4 seasonal order parameters were being ignored by the SARIMAX fitter altogether.

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@sonichi sonichi self-assigned this Sep 1, 2022
@sonichi sonichi merged commit 87d9b35 into microsoft:main Sep 6, 2022
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3 participants