alkaline-ml / pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

https://www.alkaline-ml.com/pmdarima

MIT License

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[MRG+1] Allow `predict_in_sample` for non-integer start/end indices #500

Closed tgsmith61591 closed 2 years ago

tgsmith61591 commented 2 years ago

Description

Permit users to produce in-sample predictions over indices that are non-integer, e.g. model.predict_in_sample(start="20220103", end="20220106")

Fixes #499

Type of change

Please delete options that are not relevant.

[x] New feature (non-breaking change which adds functionality)
[x] Documentation change

How Has This Been Tested?

Add new tests for check_endog to assert we can preserve the index information
Add two new ARIMA tests that show fitting over an index with a datetime dtype will allow users to predict either with an integer or date start value

Checklist:

[x] I have performed a self-review of my own code
[x] I have commented my code, particularly in hard-to-understand areas
[x] I have made corresponding changes to the documentation
[x] My changes generate no new warnings
[x] I have added tests that prove my fix is effective or that my feature works
[x] New and existing unit tests pass locally with my changes