Fix behavior of SARIMAXModel if simple_differencing=True is set
#837
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## master #837 +/- ##
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+ Coverage 84.53% 84.64% +0.11%
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Files 128 130 +2
Lines 7390 7450 +60
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+ Hits 6247 6306 +59
- Misses 1143 1144 +1
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added 2 commits
August 4, 2022 18:36
added 2 commits
August 5, 2022 11:27
This reverts commit 7c6cb6b.
martins0n
reviewed
Aug 5, 2022
| ) | ||
| end_idx = determine_num_steps( | ||
| start_timestamp=self._first_train_timestamp, end_timestamp=end_timestamp, freq=self._freq # type: ignore | ||
| ) |
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May we should add assert there, something like
end_idx-start_idx == len(df), "Check that total number of steps to forecast is equal to total ts lenght and so so on
It's not obvious how number of steps has become index
martins0n
reviewed
Aug 5, 2022
| def test_prediction_simple_differencing(): | ||
| """Check that SARIMAX gives similar results with different values of ``simple_differencing``. | ||
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| We generate dataset from ``generate_ar_df`` with ``ar_coef=[1]`` and it gives us (0, 1, 1) process. |
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Before submitting (must do checklist)
Proposed Changes
Look #836.
Closing issues
Closes #836.