fix: auto arima xreg rank deficient test (#931)

Nixtla · Nov 4, 2024 · cf2754c · cf2754c
1 parent 302cd42
commit cf2754c
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Showing 2 changed files with 2 additions and 2 deletions.
diff --git a/nbs/src/arima.ipynb b/nbs/src/arima.ipynb
@@ -2385,7 +2385,7 @@
     "        else:\n",
     "            if constant_columns.any():\n",
     "                xregg = xregg[:, ~constant_columns]\n",
-    "            X = np.hstack([np.arange(1, xregg.shape[0]+1).reshape(-1, 1), xregg])\n",
+    "            X = np.hstack([np.ones([xregg.shape[0], 1]), xregg])\n",
     "            X = X[~np.isnan(X).any(1)]\n",
     "            _, sv, _ = np.linalg.svd(X)\n",
     "            if sv.min() / sv.sum() < np.finfo(np.float64).eps:\n",

diff --git a/python/statsforecast/arima.py b/python/statsforecast/arima.py
@@ -1446,7 +1446,7 @@ def auto_arima_f(
         else:
             if constant_columns.any():
                 xregg = xregg[:, ~constant_columns]
-            X = np.hstack([np.arange(1, xregg.shape[0] + 1).reshape(-1, 1), xregg])
+            X = np.hstack([np.ones([xregg.shape[0], 1]), xregg])
             X = X[~np.isnan(X).any(1)]
             _, sv, _ = np.linalg.svd(X)
             if sv.min() / sv.sum() < np.finfo(np.float64).eps: