[BUG] Fix behavior of SARIMAXModel
if simple_differencing=True
is set
#836
Labels
bug
Something isn't working
SARIMAXModel
if simple_differencing=True
is set
#836
🐛 Bug Report
According to documentation there is a problem with
simple_differencing=True
option:It means that if we use this option then our results aren't correct and should be undifferenced back. We should make a fix that make this undifferencing.
We can use pmdarima solution as a reference or import this function.
We should also add tests that solution with
simple_differencing=True
and without it are close.Expected behavior
Simple differencing works fine.
How To Reproduce
Look at problem above.
Environment
No response
Additional context
No response
Checklist
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