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fix: pass constant in autoarima stepwise
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robert-robison committed Sep 6, 2024
1 parent 4bd4364 commit cf05bd5
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1 change: 1 addition & 0 deletions nbs/src/arima.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -2618,6 +2618,7 @@
" fit = p_myarima(\n",
" order=(p, d, q),\n",
" seasonal={'order': (P, D, Q), 'period': m},\n",
" constant=constant,\n",
" )\n",
" results[k] = (p, d, q, P, D, Q, constant, fit['ic'])\n",
" k += 1\n",
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1 change: 1 addition & 0 deletions python/statsforecast/arima.py
Original file line number Diff line number Diff line change
Expand Up @@ -1687,6 +1687,7 @@ def try_params(p, d, q, P, D, Q, constant, k, bestfit):
fit = p_myarima(
order=(p, d, q),
seasonal={"order": (P, D, Q), "period": m},
constant=constant,
)
results[k] = (p, d, q, P, D, Q, constant, fit["ic"])
k += 1
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