Package: statsmodels / 0.12.2-1

fix_test_bounds.patch Patch series | download
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Description: Avoid NaN crash in test_structural

Out-of-range frequency.cycle starting values make untransform_params return NaN,
which crashes summary()

Author: Rebecca N. Palmer <[email protected]>
Forwarded: no

--- a/statsmodels/tsa/statespace/tests/results/results_structural.py
    b/statsmodels/tsa/statespace/tests/results/results_structural.py
@@ -291,12  291,15 @@ lltrend_cycle_seasonal_reg_ar1_approx_di
         # Monthly frequency dataset
         {'level': 'lltrend', 'autoregressive': 1, 'cycle': True,
          'stochastic_cycle': True, 'seasonal': 4, 'autoregressive': 1,
-         'exog': True, 'mle_regression': False, 'freq': 'MS'},
          'exog': True, 'mle_regression': False, 'freq': 'MS',
          'cycle_period_bounds': (1.5*4, 12*4)},
         # explicit cycle_period_bounds needed because the default *12
         # makes start_params out of range
         # Minutely frequency dataset
         {'level': 'lltrend', 'autoregressive': 1, 'cycle': True,
          'stochastic_cycle': True, 'seasonal': 4, 'autoregressive': 1,
          'exog': True, 'mle_regression': False, 'freq': 'T',
-         'cycle_period_bounds': (1.5*12, 12*12)},
          'cycle_period_bounds': (1.5*4, 12*4)},
     ],
     'params': [0.0001, 0.01, 0.06, 0.0001, 0.0001, 0.1, 2*pi / 10, 0.2],
     'start_params': [0.0001, 0.01, 0.06, 0.0001, 0.0001, 0.1, 2*pi / 10, 0.2],