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ARIMA forecasts are hard-coded for d=1 #1562

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jseabold opened this issue Apr 6, 2014 · 0 comments

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commented Apr 6, 2014

Just need to fix the unintegrate to take into account two-levels I'm pretty sure. Ditto forecast errors and confidence intervals.

@jseabold jseabold added this to the 0.5.1 milestone Apr 6, 2014

@jseabold jseabold modified the milestones: 0.6, 0.5.1, 0.7 Sep 20, 2014

jseabold added a commit to jseabold/statsmodels that referenced this issue Sep 26, 2014

yarikoptic added a commit to yarikoptic/statsmodels that referenced this issue Oct 23, 2014

Merge commit 'v0.5.0-1491-g850e0e4' into debian-experimental
* commit 'v0.5.0-1491-g850e0e4': (178 commits)
  DOC: Fix versions to match other docs.
  REF/ENH: Use clip pattern. Use it for resid_dev in Poisson.
  STY: Pep-8
  ENH: More numerically stable inv. nbinom.
  STY: Pep-8
  ENH: More numerically stable version of invlogit.
  TST: Test invlogit stability.
  BUG: Fix prediction for ARIMA d > 1. Closes statsmodels#1562.
  TST: Test predict for ARIMA with d > 1
  TST: Test forecast with ARIMA d > 1.
  BUG: Fix ARIMA.forecast for d > 1.
  ENH: Cleanup unintegrate. Add unintegrate_levels
  STY: Cleanup imports
  ENH: Better error message on object dtype. Closes statsmodels#880
  TST: Test dtype object error
  TST: Test DataFrame ACF with FFT.
  BUG: 2d 1 columns -> 1d. Closes statsmodels#322.
  TST: Silence convergence warnings in tests.
  ENH: Do not warn on intermediate results convergence.
  TST: Silence test warnings.
  ...
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