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BUG: Allow 1d exog in ARMAX forecasting. #1077

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merged 4 commits into from Oct 23, 2013

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commented Sep 10, 2013

Closes #1076. Another candidate for backporting.

@@ -203,6 +206,8 @@ def _get_predict_out_of_sample(endog, p, q, k_trend, k_exog, start, errors,
if k_exog > 0:
#TODO: technically should only hold for MLE not
# conditional model. See #274.
if np.ndim(exog) == 1: # ensure 2-d for conformability
exog = exog[:,None]

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josef-pkt Oct 22, 2013

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I think this goes contrary to what we do in other cases of predict, IIRC
exog = exog[None, :]

should there be an additional check if len(exog) == self.exog.shape[0] and do conditional reshaping?

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josef-pkt Oct 22, 2013

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I don't remember where we discussed this. Right now I can only see MultinomialModel.predict which has a reshape if ndim==1

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@jseabold

jseabold Oct 23, 2013

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Yes, I recall but not where either. I think you're right. Fix pushed. Good catch.

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commented Oct 22, 2013

not my area, so just a comment about consistency

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commented Oct 23, 2013

Rebased.

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commented Oct 23, 2013

Coverage Status

Changes Unknown when pulling 8a22617 on jseabold:fix-armax-predict into * on statsmodels:master*.

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commented Oct 23, 2013

Coverage Status

Coverage remained the same when pulling 8a22617 on jseabold:fix-armax-predict into c1b665a on statsmodels:master.

jseabold added a commit that referenced this pull request Oct 23, 2013

Merge pull request #1077 from jseabold/fix-armax-predict
BUG: Allow 1d exog in ARMAX forecasting.

@jseabold jseabold merged commit 54a0e9e into statsmodels:master Oct 23, 2013

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@jseabold jseabold deleted the jseabold:fix-armax-predict branch Oct 23, 2013

@josef-pkt josef-pkt referenced this pull request Nov 21, 2013

Closed

bugfix release 0.5.1 #1079

jseabold added a commit that referenced this pull request Nov 23, 2013

Backport PR #1077: BUG: Allow 1d exog in ARMAX forecasting.
Closes #1076. Another candidate for backporting.

PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this pull request Sep 2, 2014

Merge pull request statsmodels#1077 from jseabold/fix-armax-predict
BUG: Allow 1d exog in ARMAX forecasting.

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

Merge commit 'v0.5.0-13-g8e07d34' into debian
* commit 'v0.5.0-13-g8e07d34':
  Backport PR statsmodels#1200: BLD: do not install *.pyx *.c  MANIFEST.in
  Backport PR statsmodels#1157: Tst precision master
  Backport PR statsmodels#1149: BUG: Fix small data issues for ARIMA.
  Backport PR statsmodels#1125: REF/BUG: Some GLM cleanup. Used trimmed results in NegativeBinomial variance.
  Backport PR statsmodels#1124: BUG: Fix ARIMA prediction when fit without a trend.
  Backport PR statsmodels#1117: Update ex_arma2.py
  Backport PR statsmodels#1089: ENH: exp(poisson.logpmf()) for poisson better behaved.
  Backport PR statsmodels#1077: BUG: Allow 1d exog in ARMAX forecasting.
  Backport PR statsmodels#1075: BLD: Fix build issue on some versions of easy_install.
  Backport PR statsmodels#1071: Update setup.py to fix broken install on OSX
  Backport PR statsmodels#1057: COMPAT: Fix py3 caching for get_rdatasets.
  BUG: fix predict (was refactoring victim)

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

Merge remote-tracking branch 'origin/maintenance/0.5.x' into releases
* origin/maintenance/0.5.x: (1875 commits)
  Backport PR statsmodels#1200: BLD: do not install *.pyx *.c  MANIFEST.in
  Backport PR statsmodels#1157: Tst precision master
  Backport PR statsmodels#1149: BUG: Fix small data issues for ARIMA.
  Backport PR statsmodels#1125: REF/BUG: Some GLM cleanup. Used trimmed results in NegativeBinomial variance.
  Backport PR statsmodels#1124: BUG: Fix ARIMA prediction when fit without a trend.
  Backport PR statsmodels#1117: Update ex_arma2.py
  Backport PR statsmodels#1089: ENH: exp(poisson.logpmf()) for poisson better behaved.
  Backport PR statsmodels#1077: BUG: Allow 1d exog in ARMAX forecasting.
  Backport PR statsmodels#1075: BLD: Fix build issue on some versions of easy_install.
  Backport PR statsmodels#1071: Update setup.py to fix broken install on OSX
  Backport PR statsmodels#1057: COMPAT: Fix py3 caching for get_rdatasets.
  BUG: fix predict (was refactoring victim)
  DOC: Update release notes with maint branch changes.
  MAINT: Fix mailmap entry.
  BUG: fix warning arguments in GenericLikelihoodModel
  MAINT: Add name to .mailmap.
  ENH: Pandas Series no longer inherits from ndarray. Closes statsmodels#1036.
  TST: Fixed test for Anaconda on Windows
  TST: Make test compatible with pandas 0.7.x
  BUG: Fail gracefully when not enough obs given for order.
  ...
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