Merge pull request #6856 from bashtage/relax-tol-news

MAINT: Relax test tolerance
statsmodels · Jul 6, 2020 · afd22cc · afd22cc
2 parents 4b1e2bc + 0ad087a
commit afd22cc
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/statsmodels/tsa/statespace/tests/test_smoothing.py b/statsmodels/tsa/statespace/tests/test_smoothing.py
@@ -1461,7 +1461,8 @@ def test_news_revisions(missing, filter_univariate, tvp):
         # Test for the news
         desired = (res2.smoothed_forecasts[..., t] -
                    out.revision_results.smoothed_forecasts[..., t])
-        assert_allclose(out.update_impacts, desired, atol=1e-12)
+        # Relaxed tolerance to 1e-10 after random failures
+        assert_allclose(out.update_impacts, desired, atol=1e-10)
 
         # Test for the revisions
         desired = (out.revision_results.smoothed_forecasts[..., t] -