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BUG: Fix ARIMA prediction when fit without a trend. #1124

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merged 9 commits into from Oct 23, 2013

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commented Oct 17, 2013

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@@ -1350,6 +1354,14 @@ def forecast(self, steps=1, exog=None, alpha=.05):
conf_int : array
2d array of the confidence interval for the forecast
"""
if exog is not None:
if self.k_exog == 1 and exog.ndim == 1:
exog = exog[:,None]

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josef-pkt Oct 23, 2013

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same as in PR #1077 ?
better here because of the self.k_exog == 1 check

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@jseabold

jseabold Oct 23, 2013

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We should probably make a convenience function for this. _make_conformable(exog, k_exog).

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commented Oct 23, 2013

looks fine to me, but I don't know this part of the code

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commented Oct 23, 2013

Coverage Status

Coverage remained the same when pulling 8513ea6 on jseabold:fix-1123 into 3b7082c on statsmodels:master.

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commented Oct 23, 2013

Rebased.

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commented Oct 23, 2013

Coverage Status

Coverage remained the same when pulling 11bc533 on jseabold:fix-1123 into b357e62 on statsmodels:master.

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

Merge pull request #1124 from jseabold/fix-1123
BUG: Fix ARIMA prediction when fit without a trend.

@jseabold jseabold merged commit 24c4426 into statsmodels:master Oct 23, 2013

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@jseabold jseabold deleted the jseabold:fix-1123 branch Oct 23, 2013

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

Closed

bugfix release 0.5.1 #1079

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

Merge pull request statsmodels#1124 from jseabold/fix-1123
BUG: Fix ARIMA prediction when fit without a trend.

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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