RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
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ARIMAX predict_is() potential typo #98

Closed hanhanzhai closed 7 years ago

hanhanzhai commented 7 years ago

In predict_is() function of arma/arimax.py :

line 845     data1 = self.data_original.iloc[:-(h+t),:]
line 846     data2 = self.data_original.iloc[-h+t:,:]

Is there any reason in line 845 it's not self.data_original.iloc[:-h+t,:] (=>w/o parenthesis)?

Thanks a lot!!

RJT1990 commented 7 years ago

Taking a look at this today

RJT1990 commented 7 years ago

Good spot, thanks - this is a bug - would have meant the model you are fitting is using less data each time. Fixed for next release.