Undeterministic behaviour of some time series

[flesicek]

Hi,

First of all, thanks a lot great sarima package and your effort!.

We are testing ctsa and for some combination of parameters and time series, the algorithm will behave nondeterministic manner. Meaning that for the same combination, sometimes CTSA will return different results.

Note:

• with Sarima package from python, this problem is not appearing.
• this problem is appearing same way in new SARIMAX

Time series: [40,70,0,50,30,50,0,30,30,0,20,26,50,0,0,0,0,0]

Configuration of SARIMA

method: 0
optimizer: 6
p: 1
d: 1
q: 2
s: 11
P: 1
D: 1
Q: 1