BUG: SARIMAX dates if simple_differencing=True #2940
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| assert_equal(pred.index.values, index[1:-1].values) | ||
| # Out-of-sample forecasting should still extend the index appropriately | ||
| fcast = res.forecast() | ||
| assert_equal(fcast.index[0], index[-1]) |
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minor formatting issue. git/python wants a module to end with a newline
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looks good to me, merge? |
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I added another test where I use seasonal differencing also, and added a newline. It should pass, and if it does it's good to merge. Thanks @TomAugspurger |
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Fixes the problem with incorrect prediction index - and more generally with incorrect values in
self.data.dates- whensimple_differencing=True.See #2939 for the bug report.