[AutoARIMA] when using AutoARIMA on a constant time series the forecast fitted values are zero no matter the constant.

[omriKramer]

What happened + What you expected to happen

When fitting AutoARIMA to a constant series the forecast fitted values will be zeros even though the out of sample forecast will be correct.

Versions / Dependencies

library: 1.7.5
Python: 3.12.4
OS: macOS 14.5

Reproduction script

from statsforecast import StatsForecast
from statsforecast.models import AutoARIMA
import pandas as pd
import numpy as np

size = 100
df = pd.DataFrame({'unique_id': 0, 'ds': range(size), 'y': np.full(size, 7)})

sf = StatsForecast(models=[AutoARIMA()], freq=1)
fcst = sf.forecast(1, df, fitted=True)
print(fcst)
print()

fitted = sf.forecast_fitted_values()
print(fitted)

Issue Severity

Low: It annoys or frustrates me.