refit(<ARIMA>) not keeping constant coefficients fixed
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- Dominant language
- R
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Description
This could be an issue with exogenous regressors too.
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the linked Stack Overflow report and the refit() entry point. Reproduce the case where refit with reestimate=false changes constant coefficients, then check whether the same behavior occurs with exogenous regressors. Done means fixed coefficients remain unchanged during refit and the reported behavior is covered by a regression test.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100