pmdarima 1.1.1

Version 1.1.1

on Python PyPI

v1.1.1 is a patch release in response to #104

• Deprecates the ARIMA.add_new_observations method. This method originally was designed to support updating the endogenous/exogenous arrays with new observations without changing the model parameters, but achieving this behavior for each of statsmodels' ARMA, ARIMA and SARIMAX classes proved nearly impossible, given the extremely complex internals of statmodels estimators.

• Replace ARIMA.add_new_observations with ARIMA.update. This allows the user to update the model with new observations by taking maxiter new steps from the existing model coefficients and allowing the MLE to converge to an updated set of model parameters.

• Change default maxiter to None, using 50 for seasonal models and 500 for non-seasonal models (as statsmodels does). The default value used to be 50 for all models.

• New behavior in ARIMA.fit allows start_params and maxiter to be passed as **fit_args, overriding the use of their corresponding instance attributes.