BUG: Correct method setting in ThetaModel

Correct auto method selection which lead to multiplicative being ignored

Author: bashtage

statsmodels/tsa/forecasting/tests/test_theta.py

@@ -133,3 +133,13 @@ def test_forecast_seasonal_alignment(data, period):
     index = np.arange(data.shape[0], data.shape[0] + comp.shape[0])
     expected = seasonal[index % period]
     np.testing.assert_allclose(comp.seasonal, expected)
+
+
+def test_auto(reset_randomstate):
+    e = np.random.standard_normal(100).cumsum()
+    y = 10 + e - e.min()
+    tm = ThetaModel(y, method="auto")
+    assert tm.method == "mul"
+
+    tm = ThetaModel(y - 20, method="auto")
+    assert tm.method == "add"

statsmodels/tsa/forecasting/theta.py

@@ -183,9 +183,8 @@ def _deseasonalize_data(self) -> Tuple[np.ndarray, np.ndarray]:
         y = self._y
         if not self._has_seasonality:
             return self._y, np.empty(0)
-        self._method = (
-            "mul" if self._method == "auto" and self._y.min() > 0 else "add"
-        )
+        if self._method == "auto":
+            self._method = "mul" if self._y.min() > 0 else "add"
 
         res = seasonal_decompose(y, model=self._method, period=self._period)
         if res.seasonal.min() <= 0: