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[ENH] Make fit in ARIMA iterative_forecast optional #3078 #3110

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[ENH] Make fit in ARIMA iterative_forecast optional #3078 #3110

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2b88eaf
Made fit in iterative_forecast as optional
Lucky-Lodhi2004 Nov 16, 2025
815aeb7
ci: rerun tests
Lucky-Lodhi2004 Nov 16, 2025
fb17bd1
Merge branch 'main' into make-fit-optional
MatthewMiddlehurst Nov 16, 2025
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9 changes: 7 additions & 2 deletions aeon/forecasting/stats/_arima.py
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Original file line number Diff line number Diff line change
Expand Up @@ -207,8 +207,13 @@ def _forecast(self, y, exog=None):
self._fit(y, exog)
return float(self.forecast_)

def iterative_forecast(self, y, prediction_horizon):
self.fit(y)
def iterative_forecast(self, y, prediction_horizon, fit=True):
if fit:
self.fit(y)
elif not self.is_fitted:
raise ValueError(
"Model must be fitted before calling iterative_forecast with fit=False."
)
n = len(self._differenced_series)
p, q = self.p, self.q
phi, theta = self.phi_, self.theta_
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