Merge pull request #5681 from bashtage/arima-full-output-optional

BUG: Always set mle_retvals
statsmodels · May 10, 2019 · 8ec8124 · 8ec8124
2 parents c73dcb8 + b6c6018
commit 8ec8124
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diff --git a/statsmodels/base/model.py b/statsmodels/base/model.py
@@ -498,8 +498,8 @@ def hess(params, *args):
         mlefit = LikelihoodModelResults(self, xopt, Hinv, scale=1., **kwds)
 
         # TODO: hardcode scale?
+        mlefit.mle_retvals = retvals
         if isinstance(retvals, dict):
-            mlefit.mle_retvals = retvals
             if warn_convergence and not retvals['converged']:
                 from warnings import warn
                 from statsmodels.tools.sm_exceptions import ConvergenceWarning

diff --git a/statsmodels/tsa/tests/test_arima.py b/statsmodels/tsa/tests/test_arima.py
@@ -2450,3 +2450,11 @@ def test_multidim_endog(reset_randomstate):
     y = np.random.randn(1000, 1, 1)
     with pytest.raises(ValueError):
         ARMA(y, order=(1, 1))
+
+
+def test_arima_no_full_output():
+    # GH 2752
+    endog = y_arma[:, 6]
+    mod = ARIMA(endog, (1, 0, 1))
+    res = mod.fit(trend="c", disp=-1, full_output=False)
+    assert res.mle_retvals is None