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fix(arima): handle zero sigma2 in CSS method

#960Merged
Comparing
andrewscottm:fix/auto-arima-css-zero-sigma
(
91a6220
) with
main
(
4a5cb06
)
CodSpeed Performance Gauge
0%
Improvements
0
Regressions
0
Untouched
6
New
0
Dropped
0
Ignored
0

Benchmarks

Passed

test_efficiency[TBATS]
action_files/test_efficiency.py::test_efficiency[TBATS]
CodSpeed Performance Gauge
0%
205.7 ms
205.5 ms
test_efficiency[AutoETS]
action_files/test_efficiency.py::test_efficiency[AutoETS]
CodSpeed Performance Gauge
0%
410.2 ms
409.9 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py::test_efficiency[AutoARIMA]
CodSpeed Performance Gauge
0%
18.1 ms
18.1 ms
test_efficiency[AutoTheta]
action_files/test_efficiency.py::test_efficiency[AutoTheta]
CodSpeed Performance Gauge
0%
14.2 ms
14.2 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py::test_efficiency[AutoCES]
CodSpeed Performance Gauge
0%
14.3 ms
14.3 ms
test_efficiency[GARCH]
action_files/test_efficiency.py::test_efficiency[GARCH]
CodSpeed Performance Gauge
0%
28.3 ms
28.3 ms

Commits

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main
4a5cb06
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handle zero sigma2 in CSS method
91a6220
2 months ago
by andrewscottm
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