Fix iteration range in non-stepwise AutoARIMA (Nixtla#601)

NimaSarajpoor · Aug 7, 2023 · 1a4f687 · 1a4f687
1 parent 4aae7bd
commit 1a4f687
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Showing 2 changed files with 8 additions and 8 deletions.
diff --git a/nbs/src/arima.ipynb b/nbs/src/arima.ipynb
@@ -1881,10 +1881,10 @@
     "    #max_K = allow_drift or allow_mean\n",
     "    \n",
     "    best_ic = np.inf\n",
-    "    for i in range(max_p):\n",
-    "        for j in range(max_q):\n",
-    "            for I in range(max_P):\n",
-    "                for J in range(max_Q):\n",
+    "    for i in range(max_p + 1):\n",
+    "        for j in range(max_q + 1):\n",
+    "            for I in range(max_P + 1):\n",
+    "                for J in range(max_Q + 1):\n",
     "                    if i + j + I + J > max_order:\n",
     "                        continue\n",
     "                    fit = myarima(\n",

diff --git a/statsforecast/arima.py b/statsforecast/arima.py
@@ -1315,10 +1315,10 @@ def search_arima(
     # max_K = allow_drift or allow_mean
 
     best_ic = np.inf
-    for i in range(max_p):
-        for j in range(max_q):
-            for I in range(max_P):
-                for J in range(max_Q):
+    for i in range(max_p + 1):
+        for j in range(max_q + 1):
+            for I in range(max_P + 1):
+                for J in range(max_Q + 1):
                     if i + j + I + J > max_order:
                         continue
                     fit = myarima(