order (0,1) breaks ARMA forecast

[davidia]

Hi, is this an bug or me being stupid?

from statsmodels.tsa.arima_model import ARMA
import numpy as np
data = np.random.rand(100)
arma = ARMA(data,order=(0,1))
arma_res = arma.fit()
arma_res.forecast(1)



---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-2-fdc2df0e7106> in <module>()
      4 arma = ARMA(data,order=(0,1))
      5 arma_res = arma.fit()
----> 6 arma_res.forecast(1)

/home/danderson/.local/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-linux-x86_64.egg/statsmodels/tsa/arima_model.pyc in forecast(self, steps, exog, alpha)
   1300         forecast = _arma_predict_out_of_sample(self.params,
   1301                 steps, self.resid, self.k_ar, self.k_ma, self.k_trend,
-> 1302                 self.k_exog, self.model.endog, exog, method=self.model.method)
   1303         # compute the standard errors
   1304         sigma2 = self.sigma2

/home/danderson/.local/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-linux-x86_64.egg/statsmodels/tsa/arima_model.pyc in _arma_predict_out_of_sample(params, steps, errors, p, q, k_trend, k_exog, endog, exog, start, method)
    110                                                    start, errors, trendparam,
    111                                                    exparams, arparams,
--> 112                                                    maparams, steps, method)
    113 
    114     forecast = np.zeros(steps)

/home/danderson/.local/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-linux-x86_64.egg/statsmodels/tsa/arima_model.pyc in _get_predict_out_of_sample(endog, p, q, k_trend, k_exog, start, errors, trendparam, exparams, arparams, maparams, steps, method)
     74         resid = np.zeros(q)
     75         if start and 'mle' in method or start == p:
---> 76             resid[:q] = errors[start-q:start]
     77         elif start:
     78             resid[:q] = errors[start-q-p:start-p]

ValueError: output operand requires a reduction, but reduction is not enabled

[jseabold]

What version are you on? It looks like a bug, though the error message I get is different. I'll look into it.

[davidia]

I'm on head