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Fix AutoSARIMA bugs. #106

Merged
merged 3 commits into from
Jun 17, 2022
Merged

Fix AutoSARIMA bugs. #106

merged 3 commits into from
Jun 17, 2022

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aadyotb
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@aadyotb aadyotb commented Jun 13, 2022

This PR fixes two bugs:

  1. AutoSarima.evaluate_theta returns a dict instead of a tuple in a specific case.
  2. Sarima._forecast doesn't always work as expected when return_prev is True and the MA order is 0.

@aadyotb aadyotb requested a review from huan-dec June 16, 2022 23:18
@aadyotb aadyotb merged commit 3e49d2e into main Jun 17, 2022
@aadyotb aadyotb deleted the aadyot/autosarima_fix branch June 17, 2022 05:12
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@huan-dec huan-dec huan-dec approved these changes

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