Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

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

jseabold opened this issue Apr 6, 2014 · 0 comments


None yet
1 participant
Copy link

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.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
You can’t perform that action at this time.