{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2078","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2078/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2078/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2078/events","html_url":"https://github.com/statsmodels/statsmodels/issues/2078","id":47712327,"number":2078,"title":"Call to SARIMAXResults.predict with exogenous variable crashes","user":{"login":"jnturton","id":9107319,"avatar_url":"https://avatars.githubusercontent.com/u/9107319?v=3","gravatar_id":"","url":"https://api.github.com/users/jnturton","html_url":"https://github.com/jnturton","followers_url":"https://api.github.com/users/jnturton/followers","following_url":"https://api.github.com/users/jnturton/following{/other_user}","gists_url":"https://api.github.com/users/jnturton/gists{/gist_id}","starred_url":"https://api.github.com/users/jnturton/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/jnturton/subscriptions","organizations_url":"https://api.github.com/users/jnturton/orgs","repos_url":"https://api.github.com/users/jnturton/repos","events_url":"https://api.github.com/users/jnturton/events{/privacy}","received_events_url":"https://api.github.com/users/jnturton/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":1,"created_at":"2014-11-04T13:26:30Z","updated_at":"2015-01-06T06:59:18Z","closed_at":null,"body":"The code below crashes on the last line but changing the SARIMAX object to an ARIMA object (see commented line) makes the last line execute successfully.  Possibly a bug?\r\n\r\n```python\r\nimport matplotlib.pyplot as plt\r\nimport numpy as np\r\nimport pandas\r\n\r\nimport datetime as dt\r\nimport statsmodels.api as sm\r\nimport statsmodels.tsa.api as tsa\r\n\r\nseries = np.array([ 1.498107,  1.556092,  1.549593,  1.500419,  1.521996,  1.530517,\r\n        1.518668,  1.540778,  1.546782,  1.544799,  1.554430,  1.559273,\r\n        1.566075,  1.627671,  1.615443,  1.563292,  1.575997,  1.563748,\r\n        1.551286,  1.552019,  1.546481,  1.538397,  1.549008,  1.550312,\r\n        1.547589,  1.597283,  1.586830,  1.540505,  1.552969,  1.554662,\r\n        1.552836,  1.548842,  1.557960,  1.532814,  1.544176,  1.551778]) \r\n\r\nexog_dummy = np.zeros([len(series),1])\r\nexog_dummy[::5] = 1\r\n\r\nsarimax_mod = tsa.SARIMAX(endog=series, freq='M', order=(2,1,0), seasonal_order=(1,1,0,12), exog=exog_dummy)\r\n\r\n#note: call to predict doesn't crash when the line below is uncommented\r\n#sarimax_mod = tsa.ARIMA(endog=series, freq='M', order=(2,1,0), exog=exog_dummy)\r\nsarimax_res = sarimax_mod.fit()\r\n\r\nexog_oos = np.zeros([24,1])\r\nsarimax_res.predict(start=1, end=len(series)+23, exog=exog_oos)\r\n```"},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/68832947","html_url":"https://github.com/statsmodels/statsmodels/issues/2078#issuecomment-68832947","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2078","id":68832947,"user":{"login":"ChadFulton","id":280864,"avatar_url":"https://avatars.githubusercontent.com/u/280864?v=3","gravatar_id":"","url":"https://api.github.com/users/ChadFulton","html_url":"https://github.com/ChadFulton","followers_url":"https://api.github.com/users/ChadFulton/followers","following_url":"https://api.github.com/users/ChadFulton/following{/other_user}","gists_url":"https://api.github.com/users/ChadFulton/gists{/gist_id}","starred_url":"https://api.github.com/users/ChadFulton/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ChadFulton/subscriptions","organizations_url":"https://api.github.com/users/ChadFulton/orgs","repos_url":"https://api.github.com/users/ChadFulton/repos","events_url":"https://api.github.com/users/ChadFulton/events{/privacy}","received_events_url":"https://api.github.com/users/ChadFulton/received_events","type":"User","site_admin":false},"created_at":"2015-01-06T06:59:18Z","updated_at":"2015-01-06T06:59:18Z","body":"This is indeed a bug, thank you for reporting it. Fixed in 2238a2d"}}