Avoid NaN crash in test_structural

Out-of-range frequency.cycle starting values make untransform_params return NaN,
which crashes summary()

Author: Rebecca N. Palmer <rebecca_palmer@zoho.com>
Forwarded: no

Gbp-Pq: Name fix_test_bounds.patch

diff --git a/statsmodels/tsa/statespace/tests/results/results_structural.py b/statsmodels/tsa/statespace/tests/results/results_structural.py
index 61e35801a6c47ffbf5ce2d74e1a449b4d2b75ec1..f731eacad8dc1d56d457926a974fa3363dace890 100644 (file)
--- a/statsmodels/tsa/statespace/tests/results/results_structural.py
+++ b/statsmodels/tsa/statespace/tests/results/results_structural.py
@@ -291,12 +291,15 @@ lltrend_cycle_seasonal_reg_ar1_approx_diffuse = {
         # Monthly frequency dataset
         {'level': 'lltrend', 'autoregressive': 1, 'cycle': True,
          'stochastic_cycle': True, 'seasonal': 4, 'autoregressive': 1,
-         'exog': True, 'mle_regression': False, 'freq': 'MS'},
+         'exog': True, 'mle_regression': False, 'freq': 'MS',
+         'cycle_period_bounds': (1.5*4, 12*4)},
+        # explicit cycle_period_bounds needed because the default *12
+        # makes start_params out of range
         # Minutely frequency dataset
         {'level': 'lltrend', 'autoregressive': 1, 'cycle': True,
          'stochastic_cycle': True, 'seasonal': 4, 'autoregressive': 1,
          'exog': True, 'mle_regression': False, 'freq': 'T',
-         'cycle_period_bounds': (1.5*12, 12*12)},
+         'cycle_period_bounds': (1.5*4, 12*4)},
     ],
     'params': [0.0001, 0.01, 0.06, 0.0001, 0.0001, 0.1, 2*pi / 10, 0.2],
     'start_params': [0.0001, 0.01, 0.06, 0.0001, 0.0001, 0.1, 2*pi / 10, 0.2],