Merge pull request statsmodels#4559 from jbrockmendel/roots

REF: make arroots and maroots have consistent return type

Author: josef-pkt

lint.sh

@@ -19,22 +19,22 @@ if [ "$LINT" == true ]; then
     flake8 --isolated \
         statsmodels/resampling/ \
         statsmodels/interface/ \
+        statsmodels/duration/__init__.py \
+        statsmodels/graphics/tsaplots.py \
         statsmodels/graphics/functional.py \
         statsmodels/graphics/tests/test_functional.py \
         statsmodels/examples/tests/ \
         statsmodels/iolib/smpickle.py \
         statsmodels/iolib/tests/test_pickle.py \
-        statsmodels/graphics/tsaplots.py \
-        statsmodels/tsa/regime_switching \
         statsmodels/regression/mixed_linear_model.py \
-        statsmodels/duration/__init__.py \
         statsmodels/regression/recursive_ls.py \
         statsmodels/tools/linalg.py \
         statsmodels/tools/web.py \
         statsmodels/tools/tests/test_linalg.py \
         statsmodels/tools/decorators.py \
         statsmodels/tools/tests/test_decorators.py \
         statsmodels/tsa/base/tests/test_datetools.py \
+        statsmodels/tsa/regime_switching \
         statsmodels/tsa/vector_ar/dynamic.py \
         statsmodels/tsa/vector_ar/hypothesis_test_results.py \
         statsmodels/tsa/statespace/*.py \

statsmodels/tsa/arima_model.py

@@ -1412,8 +1412,6 @@ def arfreq(self):
         roots.
         """
         z = self.arroots
-        if not z.size:
-            return
         return np.arctan2(z.imag, z.real) / (2*pi)
 
     @cache_readonly
@@ -1425,8 +1423,6 @@ def mafreq(self):
         roots.
         """
         z = self.maroots
-        if not z.size:
-            return
         return np.arctan2(z.imag, z.real) / (2*pi)
 
     @cache_readonly

statsmodels/tsa/tests/test_arima.py

@@ -1980,6 +1980,18 @@ def test_predictions(self):
         predictions = self.arma_00_res.predict()
         assert_almost_equal(self.y.mean() * np.ones_like(predictions), predictions)
 
+    def test_arroots(self):
+        # regression test; older implementation of arroots returned None
+        # instead of en empty array
+        roots = self.arma_00_res.arroots
+        assert_equal(roots.size, 0)
+
+    def test_maroots(self):
+        # regression test; older implementation of arroots returned None
+        # instead of en empty array
+        roots = self.arma_00_res.maroots
+        assert_equal(roots.size, 0)
+
     @pytest.mark.skip
     def test_information_criteria(self):
         # This test is invalid since the ICs differ due to df_model differences