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ARMA breaks with a 1d exog #248

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jseabold opened this issue May 4, 2012 · 0 comments
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ARMA breaks with a 1d exog #248

jseabold opened this issue May 4, 2012 · 0 comments
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comp-tsa
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0.5

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jseabold commented May 4, 2012 

from statsmodels.tools.tools import webuse
import statsmodels.api as sm

dta = webuse('friedman2')[52:52+92] # only through 1981q4 with no missing
endog = dta['consump']
exog = dta['m2']
exog = exog[:,None] # bug that it needs to be 2d

mod = sm.tsa.ARMA(endog, exog).fit(order=(1,1))
PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this issue Sep 2, 2014
@jseabold
BUG: Fix 1d exog in ARMA. Closes statsmodels#248.
2a53b41
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