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Auto arima #279
Auto arima #279
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WIP: add KPSS Test
Codecov Report
@@ Coverage Diff @@
## master #279 +/- ##
==========================================
- Coverage 95.05% 93.88% -1.17%
==========================================
Files 31 33 +2
Lines 2829 3043 +214
==========================================
+ Hits 2689 2857 +168
- Misses 140 186 +46
Continue to review full report at Codecov.
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Canova hansen test
Add seasonal strength test
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In general I think there is some code being added that is not straightforward to understand and might be hard to maintain without comments
@@ -39,7 +39,7 @@ function forecast( | |||
# Associate with the model hyperparameters | |||
forecasting_model.hyperparameters = model_hyperparameters | |||
# Perform the kalman filter | |||
fo = kalman_filter(forecasting_model) | |||
fo = kalman_filter(forecasting_model; filter = filter) |
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This doesn't look related to the PR, was it a bug?
No description provided.