Merge pull request #1344 from jseabold/arma-missing-kw

BUG: Use missing keyword given to ARMA.
statsmodels · Jan 29, 2014 · 48c3376 · 48c3376
2 parents 4f442c5 + 0723170
commit 48c3376
Show file tree

Hide file tree

Showing 2 changed files with 8 additions and 1 deletion.
diff --git a/statsmodels/tsa/arima_model.py b/statsmodels/tsa/arima_model.py
@@ -361,7 +361,7 @@ class ARMA(tsbase.TimeSeriesModel):
 
     def __init__(self, endog, order=None, exog=None, dates=None, freq=None,
                         missing='none'):
-        super(ARMA, self).__init__(endog, exog, dates, freq)
+        super(ARMA, self).__init__(endog, exog, dates, freq, missing=missing)
         exog = self.data.exog # get it after it's gone through processing
         if order is None:
             import warnings

diff --git a/statsmodels/tsa/tests/test_arima.py b/statsmodels/tsa/tests/test_arima.py
@@ -1909,6 +1909,13 @@ def test_arima_dates_startatend():
     fc = res.forecast()[0]
     assert_almost_equal(pred.values[0], fc)
 
+def test_arma_missing():
+    from statsmodels.base.data import MissingDataError
+    # bug 1343
+    y = np.random.random(40)
+    y[-1] = np.nan
+    assert_raises(MissingDataError, ARMA, y, (1, 0), missing='raise')
+
 if __name__ == "__main__":
     import nose
     nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb'], exit=False)