[MRG+1] Add fittedvalues to public ARIMA api (#495)

* Address #493

* Add a unit test

* Fix build requirements

* 📚 Add to doc. Again...

build_tools/build_requirements.txt

@@ -1,5 +1,4 @@
-numpy~=1.19.3; python_version < '3.10'
-numpy~=1.21.2; python_version >= '3.10'
+numpy~=1.21.2
 scipy>=1.3.2
 cython>=0.29,!=0.29.18
 scikit-learn>=0.22

doc/index.rst

@@ -49,6 +49,7 @@ Other versions
 
 Documentation for other release versions of ``pmdarima``:
 
+* `v2.0.0 <http://alkaline-ml.com/pmdarima/2.0.0>`_
 * `v1.8.5 <http://alkaline-ml.com/pmdarima/1.8.5>`_
 * `v1.8.4 <http://alkaline-ml.com/pmdarima/1.8.4>`_
 * `v1.8.3 <http://alkaline-ml.com/pmdarima/1.8.3>`_

doc/whats_new.rst

@@ -7,9 +7,17 @@ What's new in pmdarima
 As new releases of pmdarima are pushed out, the following list (introduced in
 v0.8.1) will document the latest features.
 
-`v1.8.6 <http://alkaline-ml.com/pmdarima/1.8.6>`_
+`v2.0.0 <http://alkaline-ml.com/pmdarima/2.0.0>`_
 -------------------------------------------------
 
+* Remove deprecation warnings for the ``exogenous`` keyword introduced in 1.8.0
+
+* Remove deprecation warnings for the ``sarimax_kwargs`` keyword introduced in 1.5.1
+
+* Bump numpy dependency to >= 1.21
+
+* Expose ``fittedvalues`` in the public API. See `#493 <https://github.com/alkaline-ml/pmdarima/issues/493>`_
+
 * Add support for ARM64 architecture. See `#434 <https://github.com/alkaline-ml/pmdarima/issues/434>`_
 
 `v1.8.5 <http://alkaline-ml.com/pmdarima/1.8.5>`_

pmdarima/arima/arima.py

@@ -1102,6 +1102,17 @@ def df_resid(self):
         """
         return self.arima_res_.df_resid
 
+    @if_delegate_has_method('arima_res_')
+    def fittedvalues(self):
+        """Get the fitted values from the model
+
+        Returns
+        -------
+        fittedvalues : array-like
+            The predicted values for the original series
+        """
+        return self.arima_res_.fittedvalues
+
     @if_delegate_has_method('arima_res_')
     def hqic(self):
         """Get the Hannan-Quinn Information Criterion:

pmdarima/arima/tests/test_arima.py

@@ -350,7 +350,7 @@ def _try_get_attrs(arima):
     attrs = {
         'aic', 'aicc', 'arparams', 'arroots', 'bic', 'bse', 'conf_int',
         'df_model', 'df_resid', 'hqic', 'maparams', 'maroots',
-        'params', 'pvalues', 'resid',
+        'params', 'pvalues', 'resid', 'fittedvalues',
     }
 
     # this just shows all of these attrs work.

requirements.txt

@@ -1,6 +1,6 @@
 joblib>=0.11
 Cython>=0.29,!=0.29.18
-numpy>=1.19.3
+numpy>=1.21
 pandas>=0.19
 scikit-learn>=0.22
 scipy>=1.3.2