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check for level when prediction_intervals are set #615

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merged 8 commits into from Aug 21, 2023

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jmoralez
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Adds a check to verify that when the user provides prediction_intervals they also provide level to ensure that the method computes the intervals. For predict it only raises a warning because it's possible that the user only wants the mean.

Fixes #598

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@jmoralez jmoralez requested a review from kvnkho August 21, 2023 20:39
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kvnkho commented Aug 21, 2023

Looks good to me!

@jmoralez jmoralez merged commit 5d7c1ac into main Aug 21, 2023
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@jmoralez jmoralez deleted the intervals-level-check branch August 21, 2023 21:28
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Thanks @kvnkho! You should now be able to restore the example from #599 (including the level argument)

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[Core] Defining Prediction Interval in StatsForecast Class Doesn't Propagate to Models
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