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Fix seasonality dims, coord and params #559
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I fixed the tests that were failing because of the name change, but I'm a bit stumped by the other error. See this for instance: FAILED tests/statespace/models/structural/test_against_statsmodels.py::test_structural_model_against_statsmodels[True-True-True-freq_seasonal2-stochastic_freq_seasonal2-12-True-3-True-True-False-True-False]
- AssertionError: R expected to have shape (n_states, n_shocks), found (30, 17)
assert (30, 17) == (30, 6) It looks like it's coming from |
I updated this PR. The issue that lead to the test failures was that frequency seasonality has a weird setup for innovations, that requires that every hidden state be present in the shocks. I also changed the name order for the states to be |
tests/statespace/models/structural/components/test_seasonality.py
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I fixed this up, can be merged after the CI passes
params_info
for multivariate TS with innovationscoefs_
toparams_
to be consistent with the other componentsAll of this is now fixed and tested (I also refactored the tests to use pytest fixtures more consistently).
Ready for review 🍾