{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/4004","repository_url":"https://api.github.com/repos/statsmodels/statsmodels","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/4004/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/4004/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/4004/events","html_url":"https://github.com/statsmodels/statsmodels/pull/4004","id":263996150,"number":4004,"title":"REF/BUG: ARMA/ARIMA increase default maxiter in fit","user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars1.githubusercontent.com/u/440735?v=4","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"labels":[{"id":142959,"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-tsa","name":"comp-tsa","color":"ededed","default":false},{"id":142960,"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-bug","name":"type-bug","color":"ff9999","default":false},{"id":101509572,"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-refactor","name":"type-refactor","color":"fbca04","default":false}],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":{"url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/10","html_url":"https://github.com/statsmodels/statsmodels/milestone/10","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/10/labels","id":1362664,"number":10,"title":"0.9","description":"The milestone is currently for a rough roadmap","creator":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars1.githubusercontent.com/u/440735?v=4","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"open_issues":119,"closed_issues":122,"state":"open","created_at":"2015-10-18T23:31:11Z","updated_at":"2017-10-09T21:12:20Z","due_on":null,"closed_at":null},"comments":11,"created_at":"2017-10-09T19:06:05Z","updated_at":"2017-10-09T21:23:16Z","closed_at":null,"author_association":"OWNER","pull_request":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/4004","html_url":"https://github.com/statsmodels/statsmodels/pull/4004","diff_url":"https://github.com/statsmodels/statsmodels/pull/4004.diff","patch_url":"https://github.com/statsmodels/statsmodels/pull/4004.patch"},"body":"closes #3980  test_arima111_predict_exog_2127 test fails again in some test environments\r\n\r\n\r\nfirst try: Tighten pgtol for lbfgs optimization in test - pgtol was already at the tighter level\r\nrelevant change: increase maxiter in ARMA/ARIMA\r\nbonus: add `iterations` to lbfgs mle_retvals\r\n\r\nNote point of test was not precision issues, just that exog is transmitted properly.\r\nIf this doesn't work, then we just increase test tolerance again.\r\n\r\nAs check: gopt in mle_retvals is much smaller than the explicitly computed score with lbfgs.\r\nHowever, the predictions agree with solver='newton' at an atol around 5e-7,  \r\nsolver='newton' works well starting from the lbfgs params and has very small score at optimum, in contrast to lbfgs. \r\n\r\nThe newton predicts also agree with those used in the unit test at around atol 5e-7. so those are not very noisy.\r\n\r\nI'm using scipy '0.18.1'\r\n"},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/335294474","html_url":"https://github.com/statsmodels/statsmodels/pull/4004#issuecomment-335294474","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/4004","id":335294474,"user":{"login":"codecov-io","id":8655789,"avatar_url":"https://avatars0.githubusercontent.com/u/8655789?v=4","gravatar_id":"","url":"https://api.github.com/users/codecov-io","html_url":"https://github.com/codecov-io","followers_url":"https://api.github.com/users/codecov-io/followers","following_url":"https://api.github.com/users/codecov-io/following{/other_user}","gists_url":"https://api.github.com/users/codecov-io/gists{/gist_id}","starred_url":"https://api.github.com/users/codecov-io/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/codecov-io/subscriptions","organizations_url":"https://api.github.com/users/codecov-io/orgs","repos_url":"https://api.github.com/users/codecov-io/repos","events_url":"https://api.github.com/users/codecov-io/events{/privacy}","received_events_url":"https://api.github.com/users/codecov-io/received_events","type":"User","site_admin":false},"created_at":"2017-10-09T21:23:16Z","updated_at":"2017-10-09T21:23:16Z","author_association":"NONE","body":"# [Codecov](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=h1) Report\n> Merging [#4004](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=desc) into [master](https://codecov.io/gh/statsmodels/statsmodels/commit/99c9e1969cf34d5f4d9e1625c436adb5844756f5?src=pr&el=desc) will **increase** coverage by `<.01%`.\n> The diff coverage is `100%`.\n\n[![Impacted file tree graph](https://codecov.io/gh/statsmodels/statsmodels/pull/4004/graphs/tree.svg?src=pr&width=650&token=Og706qJV5S&height=150)](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=tree)\n\n```diff\n@@            Coverage Diff             @@\n##           master    #4004      +/-   ##\n==========================================\n+ Coverage   79.06%   79.06%   +<.01%     \n==========================================\n  Files         542      542              \n  Lines       81016    81017       +1     \n  Branches     9202     9202              \n==========================================\n+ Hits        64055    64056       +1     \n  Misses      14872    14872              \n  Partials     2089     2089\n```\n\n\n| [Impacted Files](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=tree) | Coverage Δ | |\n|---|---|---|\n| [statsmodels/tsa/arima\\_model.py](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=tree#diff-c3RhdHNtb2RlbHMvdHNhL2FyaW1hX21vZGVsLnB5) | `84.38% <ø> (ø)` | :arrow_up: |\n| [statsmodels/tsa/tests/test\\_arima.py](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=tree#diff-c3RhdHNtb2RlbHMvdHNhL3Rlc3RzL3Rlc3RfYXJpbWEucHk=) | `99.3% <100%> (ø)` | :arrow_up: |\n\n------\n\n[Continue to review full report at Codecov](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=continue).\n> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)\n> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`\n> Powered by [Codecov](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=footer). Last update [99c9e19...79ebe41](https://codecov.io/gh/statsmodels/statsmodels/pull/4004?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).\n"}}
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