From cf05bd5147962534283217088887dc3a0a0b20b8 Mon Sep 17 00:00:00 2001 From: "robert.robison" Date: Thu, 5 Sep 2024 20:28:22 -0400 Subject: [PATCH] fix: pass constant in autoarima stepwise --- nbs/src/arima.ipynb | 1 + python/statsforecast/arima.py | 1 + 2 files changed, 2 insertions(+) diff --git a/nbs/src/arima.ipynb b/nbs/src/arima.ipynb index 7ff394fc6..5984481ca 100644 --- a/nbs/src/arima.ipynb +++ b/nbs/src/arima.ipynb @@ -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", diff --git a/python/statsforecast/arima.py b/python/statsforecast/arima.py index 8cc7ebb61..09d4b678e 100644 --- a/python/statsforecast/arima.py +++ b/python/statsforecast/arima.py @@ -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