Merge pull request #7221 from bashtage/0.12-future-fixes

MAINT: Backport fixes for 0.12.2 compat release
statsmodels · Dec 21, 2020 · 2ccd1f8 · 2ccd1f8
2 parents b45c7e8 + 6b065c7
commit 2ccd1f8
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Showing 2 changed files with 22 additions and 11 deletions.
diff --git a/statsmodels/tsa/arima/estimators/tests/test_gls.py b/statsmodels/tsa/arima/estimators/tests/test_gls.py
@@ -203,5 +203,7 @@ def test_arma_kwargs():
     _, res2_imle = gls(endog, exog=exog, order=(1, 0, 1), n_iter=1,
                        arma_estimator_kwargs=arma_estimator_kwargs)
     assert_equal(res2_imle.arma_estimator_kwargs, arma_estimator_kwargs)
-    assert_equal(res2_imle.arma_results[1].minimize_results.message,
-                 b'CONVERGENCE: REL_REDUCTION_OF_F_<=_FACTR*EPSMCH')
+    msg = res2_imle.arma_results[1].minimize_results.message
+    if isinstance(msg, bytes):
+        msg = msg.decode("utf-8")
+    assert_equal(msg, 'CONVERGENCE: REL_REDUCTION_OF_F_<=_FACTR*EPSMCH')
diff --git a/statsmodels/tsa/statespace/dynamic_factor_mq.py b/statsmodels/tsa/statespace/dynamic_factor_mq.py
@@ -1525,7 +1525,10 @@ def construct_endog(cls, endog_monthly, endog_quarterly):
             if not isinstance(endog_monthly, (pd.Series, pd.DataFrame)):
                 raise ValueError('Given monthly dataset is not a'
                                  ' Pandas object. ' + base_msg)
-            elif not endog_monthly.index.is_all_dates:
+            elif endog_monthly.index.inferred_type not in (
+                "datetime64",
+                "period",
+            ):
                 raise ValueError('Given monthly dataset has an'
                                  ' index with non-date values. ' + base_msg)
             elif not getattr(endog_monthly.index, 'freqstr', 'N')[0] == 'M':
@@ -1544,7 +1547,10 @@ def construct_endog(cls, endog_monthly, endog_quarterly):
             if not isinstance(endog_quarterly, (pd.Series, pd.DataFrame)):
                 raise ValueError('Given quarterly dataset is not a'
                                  ' Pandas object. ' + base_msg)
-            elif not endog_quarterly.index.is_all_dates:
+            elif endog_quarterly.index.inferred_type not in (
+                "datetime64",
+                "period",
+            ):
                 raise ValueError('Given quarterly dataset has an'
                                  ' index with non-date values. ' + base_msg)
             elif not getattr(endog_quarterly.index, 'freqstr', 'N')[0] == 'Q':
@@ -1569,13 +1575,16 @@ def construct_endog(cls, endog_monthly, endog_quarterly):
                 axis=1)
 
             # Make sure we didn't accidentally get duplicate column names
-            columns = endog.columns.values
-            for name, count in endog.columns.value_counts().items():
-                if count == 1:
-                    continue
-                mask = columns == name
-                columns[mask] = [f'{name}{i + 1}' for i in range(count)]
-            endog.columns = columns
+            column_counts = endog.columns.value_counts()
+            if column_counts.max() > 1:
+                columns = endog.columns.values.astype(object)
+                for name in column_counts.index:
+                    count = column_counts.loc[name]
+                    if count == 1:
+                        continue
+                    mask = columns == name
+                    columns[mask] = [f'{name}{i + 1}' for i in range(count)]
+                endog.columns = columns
         else:
             endog = endog_monthly.copy()
         shape = endog_monthly.shape