From: Debian Science Maintainers <debian-science-maintainers@lists.alioth.debian.org>
Date: Sun, 6 Feb 2022 19:08:08 +0000 (+0000)
Subject: Avoid NaN crash in test_structural
X-Git-Tag: archive/raspbian/0.13.1+dfsg-5+rpi1^2~9
X-Git-Url: https://dgit.raspbian.org/?a=commitdiff_plain;h=efee2888b73cda8d79eca8d3e0903b47e5b9db00;p=statsmodels.git

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 61e3580..f731eac 100644
--- 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],