Closed jpintar closed 7 years ago
Thanks for reporting. It looks like it returned the results okay; the problem seems to be that during optimization one of the squared terms (y-mean) become very large, hence why it raised the overflow warning. This may not actually be a major problem as the optimizer has dealt with it and escaped a bad likelihood region, but ideally the models shouldn't hit these types of problem at all - I tend to experience overflow based issues most frequently with the GAS models.
As a resolution, I will look to do following in future versions:
But again, I stress that it looks like it may not actually be a problem in your case above.
Thank you!
Warnings have been temporarily suppressed - may want to unremove if more clever routines to avoid temporary overround and nan slice problems in optimization are avoided.
I'm trying to use PyFlux on a Windows 10 64-bit machine with Python 3.4 (Anaconda with NumPy 1.11.2 and SciPy 0.18.1). I installed PyFlux 0.4.0 using Christoph Gohlke's precompiled wheel. However when I run the ARIMA example from the documentation, when I fit the model, I get the following result:
Do you have any thoughts on what could be going wrong and how it could be fixed?