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Improvements to seasonal_decompose: specifying frequency and filling NaN #8601

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statistactics opened this issue Jan 2, 2023 · 0 comments

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@statistactics
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statistactics commented Jan 2, 2023

Is your feature request related to a problem? Please describe

The statsmodels.tsa.seasonal.seasonal_decompose method throws errors for not specifying a frequency and having NaN values, which can be conveniently addressed within the method by inferring frequencies and dropna() respectively.

Describe the solution you'd like

Quality of life improvements: include the relevant pandas transformations within the seasonal_decompose method. Include detailed error messages when DateTimeIndex is broken, etc.

Describe alternatives you have considered

NIL

Additional context

I can work on this, but I would like to understand reasons behind the current implementation first.

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