BUG fix for issue #8526 #9515
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BUG fix for issue #8526 #9515
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…in _stl.pyx to run the local regression. Updated the local regression to tolerate NAN values.
…in _stl.pyx to run the local regression. Updated the local regression to tolerate NAN values.
Updated the _est method so that it allows for null values. The `nleft` and `nright` parameters are no longer used if any null value is between them. Values of Y[j] are always checked for null. See statsmodels#8526
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Sorry, found a bug. |
Tests now passing. The issues were with the bounds on n, for most cases `len(X) > n`, and `seasonal > n`.
…ed by R stl() and stlplus().
…rray. It was causing a seg fault.
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Updated the STL file to allow for missing values. There are no changes to the API but I did add a couple of
_methodsto allow for easier testing of the cython code. I have given a fuller description of the problem in the issue, but in summary I only modified the_est()method (in particular, no changes toss(),ess()or how_onestp()calls these methods). I added tests that should ensure that series that do not have missing values behave exactly as before, and that series with and without missing values should be reasonably close to each other.