예제 #1
0
def test_autoarima_init(X_y_linear_trend):

    X, y = X_y_linear_trend
    sarimax = SarimaxWrapper(init_with_autoarima=True, autoarima_dict={"D": 1, "m": 2})
    sarimax.fit(X[:-10], y[:-10])
    first_params = sarimax.get_params()
    sarimax.fit(X[:-9], y[:-9])
    second_params = sarimax.get_params()
    assert first_params == second_params
def test_deserialization(X_y_linear_trend, init_params):

    X, y = X_y_linear_trend
    sarimax = SarimaxWrapper(**init_params)
    sarimax.fit(X[:-10], y[:-10])
    first_params = sarimax.get_params()

    re_sarimax = SarimaxWrapper(**first_params)
    re_sarimax.fit(X[:-10], y[:-10])
    re_first_params = re_sarimax.get_params()

    assert first_params == re_first_params