fix sign of inf in log of zero

Nixtla · Jan 24, 2024 · 1ff6b61 · 1ff6b61
1 parent 678364e
commit 1ff6b61
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Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/nbs/src/arima.ipynb b/nbs/src/arima.ipynb
@@ -1258,8 +1258,8 @@
     "            x -= np.dot(xreg, par[narma + np.arange(ncxreg)])\n",
     "        \n",
     "        res, resid = arima_css(x, arma, phi, theta, ncond)\n",
-    "        if res == 0.0:\n",
-    "            return math.inf\n",
+    "        if res <= 0.0:\n",
+    "            return -math.inf\n",
     "        return 0.5 * math.log(res)\n",
     "    \n",
     "    coef = np.array(fixed)\n",

diff --git a/statsforecast/arima.py b/statsforecast/arima.py
@@ -890,8 +890,8 @@ def arma_css_op(p, x):
             x -= np.dot(xreg, par[narma + np.arange(ncxreg)])
 
         res, resid = arima_css(x, arma, phi, theta, ncond)
-        if res == 0.0:
-            return math.inf
+        if res <= 0.0:
+            return -math.inf
         return 0.5 * math.log(res)
 
     coef = np.array(fixed)