fix for incorrect computation of n Nixtla#690

StatKumar · Nov 24, 2023 · d3e07f1 · d3e07f1
1 parent 0d2a259
commit d3e07f1
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Showing 2 changed files with 4 additions and 2 deletions.
diff --git a/.gitignore b/.gitignore
@@ -24,3 +24,4 @@ nbs/.last_checked
 .idea
 mlruns/
 .luarc.json
+venv
diff --git a/statsforecast/arima.py b/statsforecast/arima.py
@@ -1481,8 +1481,9 @@ def Arima(
     missing = np.isnan(tmp["residuals"])
     nonmiss_idxs = np.where(~missing)[0]
     firstnonmiss = np.min(nonmiss_idxs)
-    lastnonmiss = np.max(nonmiss_idxs)
-    n = np.sum(~missing[firstnonmiss:lastnonmiss])
+    # lastnonmiss = np.max(nonmiss_idxs)
+    # n = np.sum(~missing[firstnonmiss:lastnonmiss])
+    n = np.sum(~missing[firstnonmiss:])
     nstar = n - tmp["arma"][5] - tmp["arma"][6] * tmp["arma"][4]
     tmp["aicc"] = tmp["aic"] + 2 * npar * (nstar / (nstar - npar - 1) - 1)
     tmp["bic"] = tmp["aic"] + npar * (math.log(nstar) - 2)
-Original file line number
+Diff line change
@@ Expand Up / @@ -24,3 +24,4 @@ nbs/.last_checked @@
     .idea
     mlruns/
     .luarc.json
+    venv