Address division by zero warnings in arima (#770)

Nixtla · Jan 24, 2024 · 678364e · 678364e
1 parent d89f4b7
commit 678364e
Show file tree

Hide file tree

Showing 2 changed files with 14 additions and 6 deletions.
diff --git a/nbs/src/arima.ipynb b/nbs/src/arima.ipynb
@@ -1258,8 +1258,9 @@
     "            x -= np.dot(xreg, par[narma + np.arange(ncxreg)])\n",
     "        \n",
     "        res, resid = arima_css(x, arma, phi, theta, ncond)\n",
-    "        \n",
-    "        return 0.5 * np.log(res)\n",
+    "        if res == 0.0:\n",
+    "            return math.inf\n",
+    "        return 0.5 * math.log(res)\n",
     "    \n",
     "    coef = np.array(fixed)\n",
     "    # parscale definition, think about it, scipy doesn't use it\n",
@@ -1788,7 +1789,10 @@
     "            fit['aic'] = offset + nstar * math.log(fit['sigma2']) + 2 * npar\n",
     "        if not math.isnan(fit['aic']):\n",
     "            fit['bic'] = fit['aic'] + npar * (math.log(nstar) - 2)\n",
-    "            fit['aicc'] = fit['aic'] + 2 * npar * (npar + 1) / (nstar - npar - 1)\n",
+    "            if nstar - npar - 1 != 0:\n",
+    "                fit['aicc'] = fit['aic'] + 2 * npar * (npar + 1) / (nstar - npar - 1)\n",
+    "            else:\n",
+    "                fit['aicc'] = math.inf\n",
     "            fit['ic'] = fit[ic]\n",
     "        else:\n",
     "            fit['ic'] = fit['aic'] = fit['bic'] = fit['aicc'] = math.inf\n",

diff --git a/statsforecast/arima.py b/statsforecast/arima.py
@@ -890,8 +890,9 @@ def arma_css_op(p, x):
             x -= np.dot(xreg, par[narma + np.arange(ncxreg)])
 
         res, resid = arima_css(x, arma, phi, theta, ncond)
-
-        return 0.5 * np.log(res)
+        if res == 0.0:
+            return math.inf
+        return 0.5 * math.log(res)
 
     coef = np.array(fixed)
     # parscale definition, think about it, scipy doesn't use it
@@ -1243,7 +1244,10 @@ def myarima(
             fit["aic"] = offset + nstar * math.log(fit["sigma2"]) + 2 * npar
         if not math.isnan(fit["aic"]):
             fit["bic"] = fit["aic"] + npar * (math.log(nstar) - 2)
-            fit["aicc"] = fit["aic"] + 2 * npar * (npar + 1) / (nstar - npar - 1)
+            if nstar - npar - 1 != 0:
+                fit["aicc"] = fit["aic"] + 2 * npar * (npar + 1) / (nstar - npar - 1)
+            else:
+                fit["aicc"] = math.inf
             fit["ic"] = fit[ic]
         else:
             fit["ic"] = fit["aic"] = fit["bic"] = fit["aicc"] = math.inf