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[AutoARIMA] Incorrect default parameters in AutoARIMA #896

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robert-robison opened this issue Sep 4, 2024 · 0 comments · Fixed by #918
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[AutoARIMA] Incorrect default parameters in AutoARIMA #896

robert-robison opened this issue Sep 4, 2024 · 0 comments · Fixed by #918
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@robert-robison
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robert-robison commented Sep 4, 2024

What happened + What you expected to happen

The default values for allowmean and allowdrift are both False for the implementation of AutoARIMA in statsforecast.models. This is despite:

  1. The docstring claiming the defaults are True
  2. The defaults being True in the statsforecast.arima implementation.

I understand there is an effort to align the two implementations (referenced here: sktime/sktime#4598 (comment)), but perhaps this small fix should be make quicker, as it can lead to different forecasts in many common cases.

Issue Severity

Low: It annoys or frustrates me.

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