remove old_names argument

[mathause]

We use the old_names argument from statsmodels:

mesmer/mesmer/stats/_auto_regression.py

Line 570 in 3a6a9e1

AR_model = AutoReg(data, lags=lags, old_names=False)

and in the tests

mesmer/tests/unit/test_auto_regression.py

Line 567 in 3a6a9e1

mocked_auto_regression.assert_called_with(data, lags=lags, old_names=False)

we should remove this and require statsmodels v0.13+ (see #369 how to do this)

---

statsmodels is the first that has the default of old_names=False. See

• v0.12: https://github.com/statsmodels/statsmodels/blob/maintenance/0.12.x/statsmodels/tsa/ar_model.py#L254
• v0.13: https://github.com/statsmodels/statsmodels/blob/maintenance/0.13.x/statsmodels/tsa/ar_model.py#L192

---

I am not sure if statsmodels will deprecate the "old names" only or if it also deprecates the old_names argument. The reason why it does not raise a warning is

https://github.com/statsmodels/statsmodels/blob/37bd2e421bad61bc54e8260b86a10a68d17892b3/statsmodels/tsa/ar_model.py#L251

(They should set old_names=None and do

if old_names is not None:
    warnings.warn(...)

)

[mathause]

Only marginally related, but here is the nicer deprecation I mentioned today:

import xarray as xr
ds = xr.Dataset({"x": [1, 2]})

# these two are inconsistent
ds.dims
ds.x.dims 

# so this throws a warning because it's deprecated
ds.dims["x"] 

# check the implementation
xr.core.utils.FrozenMappingWarningOnValuesAccess??