🐛 Small fix in model configuration

LAMPSPUC · Jun 10, 2024 · 4f3fb4a · 4f3fb4a
1 parent 20b86d3
commit 4f3fb4a
Show file tree

Hide file tree

Showing 4 changed files with 8 additions and 8 deletions.
diff --git a/Project.toml b/Project.toml
@@ -19,6 +19,7 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 OffsetArrays = "6fe1bfb0-de20-5000-8ca7-80f57d26f881"
 Optim = "429524aa-4258-5aef-a3af-852621145aeb"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
 SCIP = "82193955-e24f-5292-bf16-6f2c5261a85f"
 StateSpaceModels = "99342f36-827c-5390-97c9-d7f9ee765c78"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
@@ -28,4 +29,4 @@ TimeSeries = "9e3dc215-6440-5c97-bce1-76c03772f85e"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test"]
+test = ["Test"]
diff --git a/src/models/sarima.jl b/src/models/sarima.jl
@@ -355,7 +355,7 @@ function fit!(model::SARIMAModel;silent::Bool=true,optimizer::DataType=Ipopt.Opt
     model.keepProvidedCoefficients && setProvidedCoefficients!(mod, model)
     includeSolverParameters!(mod, silent)
 
-    lb = max(model.p,model.P*model.seasonality) + 1
+    lb = max(model.p,model.P*model.seasonality,model.q,model.Q*model.seasonality) + 1
     fix.(ϵ[1:lb-1],0.0)
 
     if model.seasonality > 1
@@ -482,7 +482,6 @@ Includes the constraints in the JuMP model for the SARIMA model.
 - `objectiveFunction::String`: The objective function used for optimization.
 """
 function includeModelConstraints!(jumpModel::Model, yValues::Vector{Fl}, T::Int, lb::Int, objectiveFunction::String) where Fl<:AbstractFloat
-    @constraint(jumpModel, mean(jumpModel[:ϵ]) == 0)
     if objectiveFunction == "mae"
         @variable(jumpModel, ϵ_plus[lb:T] >= 0)
         @variable(jumpModel, ϵ_minus[lb:T] >= 0)

diff --git a/test/fit.jl b/test/fit.jl
@@ -55,9 +55,9 @@
         airPassengersLog = log.(airPassengers)
         testModel = SARIMA(airPassengersLog, 3, 0, 1; seasonality=12, P=1, D=1, Q=1)
         fit!(testModel)
-        @test aic(testModel) ≈ -494.02295978581765
-        @test aicc(testModel) ≈ -493.37179699511995
-        @test bic(testModel) ≈ -471.6722618295862
+        @test aic(testModel) ≈ -494.0240480738949
+        @test aicc(testModel) ≈ -493.3728852831972
+        @test bic(testModel) ≈ -471.6733501176634
     end
 
 

diff --git a/test/utils.jl b/test/utils.jl
@@ -115,8 +115,8 @@
 
         fit!(testModel)
 
-        @test loglikelihood(testModel) ≈ 254.01147989290882
-        @test loglike(testModel) ≈ 254.01147989290882
+        @test loglikelihood(testModel) ≈ 254.01202403694745
+        @test loglike(testModel) ≈ 254.01202403694745
     end
 
 end