Ignore new numpy matmul warnings in tests

Author: jessegrabowski

tests/statespace/test_SARIMAX.py

@@ -252,6 +252,9 @@ def test_make_SARIMA_transition_matrix(p, d, q, P, D, Q, S):
     "ignore:Non-stationary starting autoregressive parameters found",
     "ignore:Non-invertible starting seasonal moving average",
     "ignore:Non-stationary starting seasonal autoregressive",
+    "ignore:divide by zero encountered in matmul:RuntimeWarning",
+    "ignore:overflow encountered in matmul:RuntimeWarning",
+    "ignore:invalid value encountered in matmul:RuntimeWarning",
 )
 def test_SARIMAX_update_matches_statsmodels(p, d, q, P, D, Q, S, data, rng):
     sm_sarimax = sm.tsa.SARIMAX(data, order=(p, d, q), seasonal_order=(P, D, Q, S))
@@ -361,6 +364,9 @@ def test_interpretable_states_are_interpretable(arima_mod_interp, pymc_mod_inter
     "ignore:Non-invertible starting MA parameters found.",
     "ignore:Non-stationary starting autoregressive parameters found",
     "ignore:Maximum Likelihood optimization failed to converge.",
+    "ignore:divide by zero encountered in matmul:RuntimeWarning",
+    "ignore:overflow encountered in matmul:RuntimeWarning",
+    "ignore:invalid value encountered in matmul:RuntimeWarning",
 )
 def test_representations_are_equivalent(p, d, q, P, D, Q, S, data, rng):
     if (d + D) > 0:

tests/statespace/test_structural.py

@@ -594,6 +594,11 @@ def test_autoregressive_model(order, rng):
 @pytest.mark.parametrize("s", [10, 25, 50])
 @pytest.mark.parametrize("innovations", [True, False])
 @pytest.mark.parametrize("remove_first_state", [True, False])
+@pytest.mark.filterwarnings(
+    "ignore:divide by zero encountered in matmul:RuntimeWarning",
+    "ignore:overflow encountered in matmul:RuntimeWarning",
+    "ignore:invalid value encountered in matmul:RuntimeWarning",
+)
 def test_time_seasonality(s, innovations, remove_first_state, rng):
     def random_word(rng):
         return "".join(rng.choice(list("abcdefghijklmnopqrstuvwxyz")) for _ in range(5))