55``nns_arma``, ``nns_arma_optim``, and ``nns_var``.
66
77The nonseasonal nonlinear ARMA forecast on the AirPassengers-style series is
8- the deterministic value verified against live R NNS 13.0 (PR #3) :
9- ``[128.5, 113.5, 155.5 , 213.6667]``.
8+ the deterministic value verified against the repaired R NNS 13.1 implementation :
9+ ``[125.25, 107.75, 158.75 , 213.6667]``.
1010
1111Run with::
1212
@@ -28,11 +28,11 @@ def main() -> None:
2828 dtype = float ,
2929 )
3030
31- # Deterministic forecasts (match live R NNS 13.0) .
31+ # Deterministic forecasts matching repaired R NNS 13.1 .
3232 nonseasonal = nns_arma (series , h = 4 , seasonal_factor = False , method = "nonlin" )
3333 seasonal = nns_arma (series , h = 6 , seasonal_factor = 12 , method = "lin" )
3434 np .testing .assert_allclose (
35- nonseasonal , [128.5 , 113.5 , 155.5 , 213.66666666666666 ], atol = 1e-9
35+ nonseasonal , [125.25 , 107.75 , 158.75 , 213.66666666666666 ], atol = 1e-9
3636 )
3737 np .testing .assert_allclose (seasonal , [118.0 , 134.0 , 150.0 , 141.0 , 129.0 , 163.0 ], atol = 1e-9 )
3838
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