"""
Test index support in time series models

1. Test support for passing / constructing the underlying index in __init__
2. Test wrapping of output using the underlying index
3. Test wrapping of prediction / forecasting using the underlying index or
   extensions of it.

Author: Chad Fulton
License: BSD-3
"""
from statsmodels.compat.pandas import PD_LT_2_2_0, YEAR_END, is_int_index

import warnings

import numpy as np
from numpy.testing import assert_equal, assert_raises
import pandas as pd
import pytest

from statsmodels.tools.sm_exceptions import ValueWarning
from statsmodels.tsa.base import tsa_model

nobs = 5
base_dta = np.arange(nobs)
dta = [
    base_dta.tolist(),
    base_dta,
    pd.Series(base_dta),
    pd.DataFrame(base_dta),
]

TWO_QE_DEC = "2Q-DEC" if PD_LT_2_2_0 else "2QE-DEC"
base_date_indexes = [
    # (usual candidates)
    pd.date_range(start="1950-01-01", periods=nobs, freq="D"),
    pd.date_range(start="1950-01-01", periods=nobs, freq="W"),
    pd.date_range(start="1950-01-01", periods=nobs, freq="MS"),
    pd.date_range(start="1950-01-01", periods=nobs, freq="QS"),
    pd.date_range(start="1950-01-01", periods=nobs, freq=YEAR_END),
    # (some more complicated frequencies)
    pd.date_range(start="1950-01-01", periods=nobs, freq=TWO_QE_DEC),
    pd.date_range(start="1950-01-01", periods=nobs, freq="2QS"),
    pd.date_range(start="1950-01-01", periods=nobs, freq="5s"),
    pd.date_range(start="1950-01-01", periods=nobs, freq="1D10min"),
]

# Note: we separate datetime indexes and period indexes because the
# date coercion does not handle string versions of PeriodIndex objects
# most of the time.
base_period_indexes = [
    pd.period_range(start="1950-01-01", periods=nobs, freq="D"),
    pd.period_range(start="1950-01-01", periods=nobs, freq="W"),
    pd.period_range(start="1950-01-01", periods=nobs, freq="M"),
    pd.period_range(start="1950-01-01", periods=nobs, freq="Q"),
    pd.period_range(start="1950-01-01", periods=nobs, freq="Y"),
]
try:
    # Only later versions of pandas support these
    base_period_indexes += [
        pd.period_range(start="1950-01-01", periods=nobs, freq="2Q"),
        pd.period_range(start="1950-01-01", periods=nobs, freq="5s"),
        pd.period_range(start="1950-01-01", periods=nobs, freq="1D10min"),
    ]
except AttributeError:
    pass

date_indexes = [(x, None) for x in base_date_indexes]
period_indexes = [(x, None) for x in base_period_indexes]

numpy_datestr_indexes = [(x.map(str), x.freq) for x in base_date_indexes]
list_datestr_indexes = [(x.tolist(), y) for x, y in numpy_datestr_indexes]
series_datestr_indexes = [(pd.Series(x), y) for x, y in list_datestr_indexes]

numpy_datetime_indexes = [
    (pd.to_datetime(x).to_pydatetime(), x.freq) for x in base_date_indexes
]
list_datetime_indexes = [(x.tolist(), y) for x, y in numpy_datetime_indexes]
series_datetime_indexes = [
    (pd.Series(x, dtype=object), y) for x, y in list_datetime_indexes
]

series_timestamp_indexes = [(pd.Series(x), x.freq) for x in base_date_indexes]

# Supported increment indexes
supported_increment_indexes = [
    (pd.Index(np.arange(nobs)), None),
    (pd.RangeIndex(start=0, stop=nobs, step=1), None),
    (pd.RangeIndex(start=-5, stop=nobs - 5, step=1), None),
    (pd.RangeIndex(start=0, stop=nobs * 6, step=6), None),
]

# Supported date indexes
# Only the NumericIndex and the `date_indexes` are valid without
# frequency information
supported_date_indexes = (
    numpy_datestr_indexes
    + list_datestr_indexes
    + series_datestr_indexes
    + numpy_datetime_indexes
    + list_datetime_indexes
    + series_datetime_indexes
    + series_timestamp_indexes
)

# Unsupported (but still valid) indexes
unsupported_indexes = [
    # Non-incrementing-from-zero indexes
    (np.arange(1, nobs + 1), None),
    (np.arange(nobs)[::-1], None),
    # Float indexes, even if they increment from zero
    (np.arange(nobs) * 1.0, None),
    # Non-date-string indexes
    ([x for x in "abcde"], None),
    # Non-date-object indexes
    ([str, 1, "a", -30.1, {}], None),
]

# Unsupported date indexes (i.e. those without inferrable frequency)
unsupported_date_indexes = [
    (["1950", "1952", "1941", "1954", "1991"], None),
    (
        ["1950-01-01", "1950-01-02", "1950-01-03", "1950-01-04", "1950-01-06"],
        None,
    ),
]


def test_instantiation_valid():
    tsa_model.__warningregistry__ = {}

    # The primary goal of this test function is to make sure the
    # combinations that are supposed to be valid are actually valid, and
    # that valid but unsupported options give the appropriate warning
    # Secondarily, it also has some tests that invalid combinations raise
    # exceptions, although it's not intended to be comprehensive.
    #
    # Each of `endog`, `exog` can be in the following categories:
    # 0. None (only for exog)
    # 1. list
    # 2. numpy array
    # 3. pandas series
    # 4. pandas dataframe
    #
    # Each pandas index (of `endog`, `exog`, or passed to `dates`) can be:
    # 0. None
    # 1. RangeIndex (if applicable; i.e. if Pandas >= 0.18)
    # 2. Integral Indexes with values exactly equal to 0, 1, ..., nobs-1
    # 3. DatetimeIndex with frequency
    # 4. PeriodIndex with frequency
    # 5. Anything that does not fall into the above categories also should
    #    only raise an exception if it was passed to dates, and may trigger
    #    a warning otherwise.
    #
    # `date` can be one of the following:
    # 0. None
    # 2. Pandas index #2
    # 3. Pandas index #3
    # 4. List of date strings (requires freq)
    # 5. List of datetime objects (requires freq)
    # 6. Array of date strings (requires freq)
    # 7. Array of datetime objects (requires freq)
    # 8. Series of date strings (requires freq)
    # 9. Series of datetime objects (requires freq)
    # 10. Series of pandas timestamps (requires freq)
    # 11. Anything that does not fall into the above categories should raise
    #     an exception.
    #
    # `freq` can be:
    # 0. None
    # 1. Something that can be passed to `pd.to_offset`
    # 2. Anything that cannot should raise an Exception
    #
    # Each test will be denoted by:
    # endog.index:exog.index/date/freq where the corresponding
    # location is the integer from above; e.g. 1.0:0.0/9/1 corresponds to
    # - List endog (with no index)
    # - No exog
    # - Series of datetime objects
    # - Something valid for `pd.to_offset` (e.g. 'D', if that works with
    #   dates)
    #
    # Notice that the endog.index:exog.index really collapses to a single
    # element, which is the evaluated `row_label`. This is first the exog
    # index, if exists, then the endog index, if it exists, or None
    # otherwise. **Thus, we will not test `exog` here.**
    #
    # Example valid combinations of row_label/date/freq include:
    # - */0/0 (i.e. anything is valid if date and freq are not passed)
    # - */%/% where %/% denotes a valid date/freq combination (i.e. any
    #   row_label is valid if a valid date/freq combination is given)
    #
    # Example invalid combinations include:
    # - [1-2],[3-4].4/0/[1-2] (i.e. if have freq, then must have, or
    #   coerce, a date index)
    # - */[4-10]/0 (i.e. for some types of dates, freq must be passed)

    # Baseline: list, numpy endog with no dates, no freq
    for endog in dta[:2]:
        # No indexes, should not raise warnings
        with warnings.catch_warnings():
            warnings.simplefilter("error")

            mod = tsa_model.TimeSeriesModel(endog)
            assert isinstance(mod._index, pd.RangeIndex) or np.issubdtype(
                mod._index.dtype, np.integer
            )
            assert_equal(mod._index_none, True)
            assert_equal(mod._index_dates, False)
            assert_equal(mod._index_generated, True)
            assert_equal(mod.data.dates, None)
            assert_equal(mod.data.freq, None)

    # Test list, numpy endog, pandas w/o index; with dates / freq argument
    for endog in dta:
        # Supported date indexes, should not raise warnings, do not need freq
        with warnings.catch_warnings():
            warnings.simplefilter("error")

            for ix, freq in date_indexes + period_indexes:
                mod = tsa_model.TimeSeriesModel(endog, dates=ix)
                if freq is None:
                    freq = ix.freq
                if not isinstance(freq, str):
                    freq = ix.freqstr
                assert_equal(
                    isinstance(mod._index, (pd.DatetimeIndex, pd.PeriodIndex)),
                    True,
                )
                assert_equal(mod._index_none, False)
                assert_equal(mod._index_dates, True)
                assert_equal(mod._index_generated, False)
                assert_equal(mod._index.freq, mod._index_freq)
                assert_equal(mod.data.dates.equals(mod._index), True)
                assert_equal(mod.data.freq, freq)

        # Supported date indexes, should not raise warnings, can use valid freq
        with warnings.catch_warnings():
            warnings.simplefilter("error")

            for ix, freq in date_indexes + period_indexes:
                mod = tsa_model.TimeSeriesModel(endog, dates=ix, freq=freq)
                if freq is None:
                    freq = ix.freq
                if not isinstance(freq, str):
                    freq = ix.freqstr
                assert_equal(
                    isinstance(mod._index, (pd.DatetimeIndex, pd.PeriodIndex)),
                    True,
                )
                assert_equal(mod._index_none, False)
                assert_equal(mod._index_dates, True)
                assert_equal(mod._index_generated, False)
                assert_equal(mod._index.freq, mod._index_freq)
                assert_equal(mod.data.dates.equals(mod._index), True)
                assert_equal(mod.data.freq, freq)

        # Other supported indexes, with valid freq, should not raise warnings
        with warnings.catch_warnings():
            warnings.simplefilter("error")

            for ix, freq in supported_date_indexes:
                mod = tsa_model.TimeSeriesModel(endog, dates=ix, freq=freq)
                if freq is None:
                    freq = ix.freq
                if not isinstance(freq, str):
                    freq = freq.freqstr
                assert_equal(
                    isinstance(mod._index, (pd.DatetimeIndex, pd.PeriodIndex)),
                    True,
                )
                assert_equal(mod._index_none, False)
                assert_equal(mod._index_dates, True)
                assert_equal(mod._index_generated, False)
                assert_equal(mod._index.freq, mod._index_freq)
                assert_equal(mod.data.dates.equals(mod._index), True)
                assert_equal(mod.data.freq, freq)

        # Since only supported indexes are valid `dates` arguments, everything
        # else is invalid here
        for ix, freq in supported_increment_indexes + unsupported_indexes:
            assert_raises(
                ValueError, tsa_model.TimeSeriesModel, endog, dates=ix
            )

    # Test pandas (Series, DataFrame); with index (no dates/freq argument)
    for base_endog in dta[2:4]:
        # DatetimeIndex and PeriodIndex, should not raise warnings
        with warnings.catch_warnings():
            warnings.simplefilter("error")

            for ix, freq in date_indexes + period_indexes:
                endog = base_endog.copy()
                endog.index = ix

                mod = tsa_model.TimeSeriesModel(endog)
                if freq is None:
                    freq = ix.freq
                if not isinstance(freq, str):
                    freq = ix.freqstr
                assert_equal(
                    isinstance(mod._index, (pd.DatetimeIndex, pd.PeriodIndex)),
                    True,
                )
                assert_equal(mod._index_none, False)
                assert_equal(mod._index_dates, True)
                assert_equal(mod._index_generated, False)
                assert_equal(mod._index.freq, mod._index_freq)
                assert_equal(mod.data.dates.equals(mod._index), True)
                assert_equal(mod.data.freq, freq)

        # Increment index (this is a "supported" index in the sense that it
        # does not raise a warning, but obviously not a date index)
        endog = base_endog.copy()
        endog.index = supported_increment_indexes[0][0]

        mod = tsa_model.TimeSeriesModel(endog)
        assert is_int_index(mod._index)
        assert_equal(mod._index_none, False)
        assert_equal(mod._index_dates, False)
        assert_equal(mod._index_generated, False)
        assert_equal(mod._index_freq, None)
        assert_equal(mod.data.dates, None)
        assert_equal(mod.data.freq, None)

        # RangeIndex (start=0, end=nobs, so equivalent to increment index)
        endog = base_endog.copy()
        endog.index = supported_increment_indexes[1][0]

        mod = tsa_model.TimeSeriesModel(endog)
        assert type(mod._index) is pd.RangeIndex
        assert not mod._index_none
        assert not mod._index_dates
        assert not mod._index_generated
        assert mod._index_freq is None
        assert mod.data.dates is None
        assert mod.data.freq is None

        # Supported indexes *when a freq is given*, should not raise a warning
        with warnings.catch_warnings():
            warnings.simplefilter("error")

            for ix, freq in supported_date_indexes:
                endog = base_endog.copy()
                endog.index = ix

                mod = tsa_model.TimeSeriesModel(endog, freq=freq)
                if freq is None:
                    freq = ix.freq
                if not isinstance(freq, str):
                    freq = freq.freqstr
                assert_equal(
                    isinstance(mod._index, (pd.DatetimeIndex, pd.PeriodIndex)),
                    True,
                )
                assert_equal(mod._index_none, False)
                assert_equal(mod._index_dates, True)
                assert_equal(mod._index_generated, False)
                assert_equal(mod._index.freq, mod._index_freq)
                assert_equal(mod.data.dates.equals(mod._index), True)
                assert_equal(mod.data.freq, freq)

        # Unsupported (or any) indexes to the given series, *when a supported
        # date and freq is given*, should not raise a warning
        with warnings.catch_warnings():
            warnings.simplefilter("error")

            for ix, freq in supported_date_indexes:
                endog = base_endog.copy()
                endog.index = unsupported_indexes[0][0]

                mod = tsa_model.TimeSeriesModel(endog, dates=ix, freq=freq)
                if freq is None:
                    freq = ix.freq
                if not isinstance(freq, str):
                    freq = freq.freqstr
                assert_equal(
                    isinstance(mod._index, (pd.DatetimeIndex, pd.PeriodIndex)),
                    True,
                )
                assert_equal(mod._index_none, False)
                assert_equal(mod._index_dates, True)
                assert_equal(mod._index_generated, False)
                assert_equal(mod._index.freq, mod._index_freq)
                assert_equal(mod.data.dates.equals(mod._index), True)
                assert_equal(mod.data.freq, freq)

        # Date indexes with inferrable freq, but no given freq, should all give
        # warnings
        message = (
            "No frequency information was provided,"
            " so inferred frequency %s will be used."
        )
        last_len = 0
        with warnings.catch_warnings(record=True) as w:
            warnings.simplefilter("always")

            for ix, freq in supported_date_indexes:
                endog = base_endog.copy()
                endog.index = ix
                mod = tsa_model.TimeSeriesModel(endog)
                if freq is None:
                    freq = ix.freq
                if not isinstance(freq, str):
                    freq = freq.freqstr
                assert type(mod._index) is pd.DatetimeIndex
                assert not mod._index_none
                assert mod._index_dates
                assert not mod._index_generated
                assert_equal(mod._index.freq, mod._index_freq)
                assert mod.data.dates.equals(mod._index)

                # Note: here, we need to hedge the test a little bit because
                # inferred frequencies are not always the same as the original
                # frequency. From the examples above, when the actual freq is
                # 2QS-OCT, the inferred freq is 2QS-JAN. This is an issue with
                # inferred frequencies, but since we are warning the user, it's
                # not a failure of the code. Thus we only test the "major" part
                # of the freq, and just test that the right message is given
                # (even though it will not have the actual freq of the data in
                # it).
                if len(w) == last_len:
                    continue
                assert_equal(mod.data.freq.split("-")[0], freq.split("-")[0])
                assert_equal(str(w[-1].message), message % mod.data.freq)
                last_len = len(w)

        # Unsupported (but valid) indexes, should all give warnings
        message = (
            "An unsupported index was provided and will be"
            " ignored when e.g. forecasting."
        )
        with warnings.catch_warnings(record=True) as w:
            warnings.simplefilter("always")

            for ix, freq in unsupported_indexes:
                endog = base_endog.copy()
                endog.index = ix
                mod = tsa_model.TimeSeriesModel(endog)
                assert_equal(
                    isinstance(mod._index, (pd.Index, pd.RangeIndex)), True
                )
                assert_equal(mod._index_none, False)
                assert_equal(mod._index_dates, False)
                assert_equal(mod._index_generated, True)
                assert_equal(mod._index_freq, None)
                assert_equal(mod.data.dates, None)
                assert_equal(mod.data.freq, None)

                assert_equal(str(w[0].message), message)

        # Date indexes without inferrable freq, and with no given freq, should
        # all give warnings
        message = (
            "A date index has been provided, but it has no"
            " associated frequency information and so will be"
            " ignored when e.g. forecasting."
        )
        with warnings.catch_warnings(record=True) as w:
            warnings.simplefilter("always")

            for ix, freq in unsupported_date_indexes:
                endog = base_endog.copy()
                endog.index = ix
                mod = tsa_model.TimeSeriesModel(endog)
                assert isinstance(mod._index, pd.RangeIndex) or is_int_index(
                    mod._index
                )
                assert_equal(mod._index_none, False)
                assert_equal(mod._index_dates, False)
                assert_equal(mod._index_generated, True)
                assert_equal(mod._index_freq, None)
                assert_equal(mod.data.dates, None)
                assert_equal(mod.data.freq, None)

                assert_equal(str(w[0].message), message)

    # Test (invalid) freq with no index
    endog = dta[0]
    assert_raises(
        ValueError,
        tsa_model.TimeSeriesModel,
        endog,
        freq=date_indexes[1][0].freq,
    )

    # Test conflicting index, freq specifications
    endog = dta[2].copy()
    endog.index = date_indexes[0][0]
    assert_raises(
        ValueError,
        tsa_model.TimeSeriesModel,
        endog,
        freq=date_indexes[1][0].freq,
    )

    # Test unsupported index, but a freq specification
    endog = dta[2].copy()
    endog.index = unsupported_indexes[0][0]
    assert_raises(
        ValueError,
        tsa_model.TimeSeriesModel,
        endog,
        freq=date_indexes[1][0].freq,
    )

    # Test index that can coerce to date time but incorrect freq
    endog = dta[2].copy()
    endog.index = numpy_datestr_indexes[0][0]
    assert_raises(
        ValueError,
        tsa_model.TimeSeriesModel,
        endog,
        freq=date_indexes[1][0].freq,
    )


def test_prediction_increment_unsupported():
    # a. Generated from unsupported index
    endog = dta[2].copy()
    endog.index = unsupported_indexes[-2][0]
    with warnings.catch_warnings(record=True) as w:
        warnings.simplefilter("ignore")
        mod = tsa_model.TimeSeriesModel(endog)

    # Tests three common use cases: basic prediction, negative indexes, and
    # out-of-sample indexes.

    # Basic prediction: [0, end]; notice that since this is an in-sample
    # prediction, the index returned is the (unsupported) original index
    start_key = 0
    end_key = None
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, nobs - 1)
    assert_equal(out_of_sample, 0)
    assert_equal(prediction_index.equals(mod.data.row_labels), True)

    # Negative index: [-2, end]; notice that since this is an in-sample
    # prediction, the index returned is a piece of the (unsupported)
    # original index
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 3)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 0)
    assert_equal(prediction_index.equals(mod.data.row_labels[3:]), True)

    # Forecasting: [1, 5], notice that since an unsupported index was given,
    # a warning will be issued
    start_key = 1
    end_key = nobs
    message = (
        "No supported index is available."
        " Prediction results will be given with"
        " an integer index beginning at `start`."
    )
    with warnings.catch_warnings(record=True) as w:
        warnings.simplefilter("always")

        (
            start,
            end,
            out_of_sample,
            prediction_index,
        ) = mod._get_prediction_index(start_key, end_key)

        assert_equal(str(w[0].message), message)

    assert_equal(start, 1)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 1)
    assert_equal(prediction_index.equals(pd.Index(np.arange(1, 6))), True)

    # Test getting a location that exists in the (internal) index
    loc, index, index_was_expanded = mod._get_index_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.RangeIndex(start=0, stop=3, step=1)
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)

    # Test getting a location that exists in the (internal) index
    # when using the function that alternatively falls back to the row labels
    loc, index, index_was_expanded = mod._get_index_label_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.RangeIndex(start=0, stop=3, step=1)
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)

    # Test getting a location that exists in the given (unsupported) index
    # Note that the returned index is now like the row labels
    loc, index, index_was_expanded = mod._get_index_label_loc("c")
    assert_equal(loc, 2)
    desired_index = mod.data.row_labels[:3]
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)


def test_prediction_increment_nonpandas():
    endog = dta[0]
    mod = tsa_model.TimeSeriesModel(endog)

    # Tests three common use cases: basic prediction, negative indexes, and
    # out-of-sample indexes.

    # Basic prediction: [0, end]; since there was no index at all and the data
    # is not Pandas, the returned prediction_index is None
    start_key = 0
    end_key = None
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, nobs - 1)
    assert_equal(out_of_sample, 0)
    assert_equal(prediction_index is None, True)

    # Negative index: [-2, end]; since there was no index at all and the data
    # is not Pandas, the returned prediction_index is None
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 3)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 0)
    assert_equal(prediction_index is None, True)

    # Forecasting: [1, 5]; since there was no index at all and the data
    # is not Pandas, the returned prediction_index is None
    start_key = 1
    end_key = nobs
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 1)
    assert_equal(prediction_index is None, True)

    # Test getting a location that exists in the (internal) index
    loc, index, index_was_expanded = mod._get_index_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.RangeIndex(start=0, stop=3, step=1)
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)

    # Test getting a location that exists in the (internal) index
    # when using the function that alternatively falls back to the row labels
    loc, index, index_was_expanded = mod._get_index_label_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.RangeIndex(start=0, stop=3, step=1)
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)


def test_prediction_increment_pandas_noindex():
    endog = dta[2].copy()
    mod = tsa_model.TimeSeriesModel(endog)

    # Tests three common use cases: basic prediction, negative indexes, and
    # out-of-sample indexes.

    # Basic prediction: [0, end]; since there was no index and the data is
    # Pandas, the index is the generated incrementing index, and no warning is
    # issued
    start_key = 0
    end_key = None
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, nobs - 1)
    assert_equal(out_of_sample, 0)
    assert_equal(prediction_index.equals(mod._index), True)

    # Negative index: [-2, end]; since there was no index and the data is
    # Pandas, the index is the generated incrementing index, and no warning is
    # issued
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 3)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 0)
    assert_equal(prediction_index.equals(mod._index[3:]), True)

    # Forecasting: [1, 5]; since there was no index and the data is
    # Pandas, the index is the generated incrementing index, and no warning is
    # issued
    start_key = 1
    end_key = nobs
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 1)
    assert_equal(prediction_index.equals(pd.Index(np.arange(1, 6))), True)


def test_prediction_increment_pandas_dates_daily():
    # Date-based index
    endog = dta[2].copy()
    endog.index = date_indexes[0][0]  # Daily, 1950-01-01, 1950-01-02, ...
    mod = tsa_model.TimeSeriesModel(endog)

    # Tests three common use cases: basic prediction, negative indexes, and
    # out-of-sample indexes.

    # Basic prediction: [0, end]; the index is the date index
    start_key = 0
    end_key = None
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, nobs - 1)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index), True)

    # In-sample prediction: [0, 3]; the index is a subset of the date index
    start_key = 0
    end_key = 3
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, 3)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index[:4]), True)

    # Negative index: [-2, end]
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 3)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index[3:]), True)

    # Forecasting: [1, 5]; the index is an extended version of the date index
    start_key = 1
    end_key = nobs
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 1)
    desired_index = pd.date_range(start="1950-01-02", periods=5, freq="D")
    assert_equal(prediction_index.equals(desired_index), True)

    # Date-based keys

    # In-sample prediction (equivalent to [1, 3])
    start_key = "1950-01-02"
    end_key = "1950-01-04"
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 3)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index[1:4]), True)

    # Out-of-sample forecasting (equivalent to [0, 5])
    start_key = "1950-01-01"
    end_key = "1950-01-08"
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 3)
    desired_index = pd.date_range(start="1950-01-01", periods=8, freq="D")
    assert_equal(prediction_index.equals(desired_index), True)

    # Test getting a location that exists in the (internal) index
    loc, index, index_was_expanded = mod._get_index_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.date_range(start="1950-01-01", periods=3, freq="D")
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)

    # Test getting a location that exists in the (internal) index
    # when using the function that alternatively falls back to the row labels
    loc, index, index_was_expanded = mod._get_index_label_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.date_range(start="1950-01-01", periods=3, freq="D")
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)

    # Test getting a location that exists in the given (unsupported) index
    # Note that the returned index is now like the row labels
    loc, index, index_was_expanded = mod._get_index_label_loc("1950-01-03")
    assert_equal(loc, 2)
    desired_index = mod.data.row_labels[:3]
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)


def test_prediction_increment_pandas_dates_monthly():
    # Date-based index
    endog = dta[2].copy()
    endog.index = date_indexes[2][0]  # Monthly, 1950-01, 1950-02, ...
    mod = tsa_model.TimeSeriesModel(endog)

    # Tests three common use cases: basic prediction, negative indexes, and
    # out-of-sample indexes.

    # Basic prediction: [0, end]; the index is the date index
    start_key = 0
    end_key = None
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, nobs - 1)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index), True)

    # In-sample prediction: [0, 3]; the index is a subset of the date index
    start_key = 0
    end_key = 3
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, 3)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index[:4]), True)

    # Negative index: [-2, end]
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 3)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index[3:]), True)

    # Forecasting: [1, 5]; the index is an extended version of the date index
    start_key = 1
    end_key = nobs
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 1)
    desired_index = pd.date_range(start="1950-02", periods=5, freq="MS")
    assert_equal(prediction_index.equals(desired_index), True)

    # Date-based keys

    # In-sample prediction (equivalent to [1, 3])
    start_key = "1950-02"
    end_key = "1950-04"
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 3)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index[1:4]), True)

    # Out-of-sample forecasting (equivalent to [0, 5])
    start_key = "1950-01"
    end_key = "1950-08"
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 3)
    desired_index = pd.date_range(start="1950-01", periods=8, freq="MS")
    assert_equal(prediction_index.equals(desired_index), True)

    # Test getting a location that exists in the (internal) index
    loc, index, index_was_expanded = mod._get_index_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.date_range(start="1950-01", periods=3, freq="MS")
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)

    # Test getting a location that exists in the (internal) index
    # when using the function that alternatively falls back to the row labels
    loc, index, index_was_expanded = mod._get_index_label_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.date_range(start="1950-01", periods=3, freq="MS")
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)

    # Test getting a location that exists in the given (unsupported) index
    # Note that the returned index is now like the row labels
    loc, index, index_was_expanded = mod._get_index_label_loc("1950-03")
    assert_equal(loc, slice(2, 3, None))
    desired_index = mod.data.row_labels[:3]
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)


def test_prediction_increment_pandas_dates_nanosecond():
    # Date-based index
    endog = dta[2].copy()
    endog.index = pd.date_range(
        start="1970-01-01", periods=len(endog), freq="ns"
    )
    mod = tsa_model.TimeSeriesModel(endog)

    # Tests three common use cases: basic prediction, negative indexes, and
    # out-of-sample indexes.

    # Basic prediction: [0, end]; the index is the date index
    start_key = 0
    end_key = None
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, nobs - 1)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index), True)

    # Negative index: [-2, end]
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 3)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 0)
    assert type(prediction_index) is type(endog.index)  # noqa: E721
    assert_equal(prediction_index.equals(mod._index[3:]), True)

    # Forecasting: [1, 5]; the index is an extended version of the date index
    start_key = 1
    end_key = nobs
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 1)
    desired_index = pd.date_range(start="1970-01-01", periods=6, freq="ns")[1:]
    assert_equal(prediction_index.equals(desired_index), True)

    # Date-based keys
    start_key = pd.Timestamp("1970-01-01")
    end_key = pd.Timestamp(start_key.value + 7)
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 3)
    desired_index = pd.date_range(start="1970-01-01", periods=8, freq="ns")
    assert_equal(prediction_index.equals(desired_index), True)


def test_range_index():
    tsa_model.__warningregistry__ = {}

    endog = pd.Series(np.random.normal(size=5))
    assert_equal(isinstance(endog.index, pd.RangeIndex), True)
    # Warning should not be given
    with warnings.catch_warnings(record=True) as w:
        warnings.simplefilter("always")
        mod = tsa_model.TimeSeriesModel(endog)
        assert_equal(len(w), 0)


def test_prediction_rangeindex():
    index = supported_increment_indexes[2][0]
    endog = pd.Series(dta[0], index=index)
    mod = tsa_model.TimeSeriesModel(endog)

    # Tests three common use cases: basic prediction, negative indexes, and
    # out-of-sample indexes.

    # Basic prediction: [0, end]
    start_key = 0
    end_key = None
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, nobs - 1)
    assert_equal(out_of_sample, 0)
    desired_index = pd.RangeIndex(start=-5, stop=0, step=1)
    assert_equal(prediction_index.equals(desired_index), True)

    # Negative index: [-2, end]
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 3)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 0)
    desired_index = pd.RangeIndex(start=-2, stop=0, step=1)
    assert_equal(prediction_index.equals(desired_index), True)

    # Forecasting: [1, 5]
    start_key = 1
    end_key = nobs
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 1)
    desired_index = pd.RangeIndex(start=-4, stop=1, step=1)
    assert_equal(prediction_index.equals(desired_index), True)


def test_prediction_rangeindex_withstep():
    index = supported_increment_indexes[3][0]
    endog = pd.Series(dta[0], index=index)
    mod = tsa_model.TimeSeriesModel(endog)

    # Tests three common use cases: basic prediction, negative indexes, and
    # out-of-sample indexes.

    # Basic prediction: [0, end]
    start_key = 0
    end_key = None
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 0)
    assert_equal(end, nobs - 1)
    assert_equal(out_of_sample, 0)
    desired_index = pd.RangeIndex(start=0, stop=nobs * 6, step=6)
    assert_equal(prediction_index.equals(desired_index), True)

    # Negative index: [-2, end]
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 3)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 0)
    desired_index = pd.RangeIndex(start=3 * 6, stop=nobs * 6, step=6)
    assert_equal(prediction_index.equals(desired_index), True)

    # Forecasting: [1, 5]
    start_key = 1
    end_key = nobs
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    assert_equal(start, 1)
    assert_equal(end, 4)
    assert_equal(out_of_sample, 1)
    desired_index = pd.RangeIndex(start=1 * 6, stop=(nobs + 1) * 6, step=6)
    assert_equal(prediction_index.equals(desired_index), True)

    # Test getting a location that exists in the index
    loc, index, index_was_expanded = mod._get_index_loc(2)
    assert_equal(loc, 2)
    desired_index = pd.RangeIndex(start=0, stop=3 * 6, step=6)
    assert_equal(index.equals(desired_index), True)
    assert_equal(index_was_expanded, False)


def test_custom_index():
    tsa_model.__warningregistry__ = {}

    endog = pd.Series(
        np.random.normal(size=5), index=["a", "b", "c", "d", "e"]
    )
    message = (
        "An unsupported index was provided and will be ignored when"
        " e.g. forecasting."
    )
    with warnings.catch_warnings(record=True) as w:
        warnings.simplefilter("always")

        mod = tsa_model.TimeSeriesModel(endog)
        # Change due to pandas changes that produce a warning
        messages = [str(warn.message) for warn in w]
        assert message in messages
    start_key = -2
    end_key = -1
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key
    )

    # Test the default output index
    assert_equal(prediction_index.equals(pd.Index(["d", "e"])), True)

    # Test custom output index
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key, index=["f", "g"]
    )
    assert_equal(prediction_index.equals(pd.Index(["f", "g"])), True)

    # Test getting a location in the index w/o fallback to row labels
    loc, index, index_was_expanded = mod._get_index_loc(2)
    assert_equal(loc, 2)
    assert_equal(index.equals(pd.RangeIndex(0, 3)), True)
    assert_equal(index_was_expanded, False)
    assert_equal(index_was_expanded, False)

    # Test getting an invalid location in the index w/ fallback to row labels
    with pytest.raises(KeyError):
        mod._get_index_loc("c")

    # Test getting a location in the index w/ fallback to row labels
    loc, index, index_was_expanded = mod._get_index_label_loc("c")
    assert_equal(loc, 2)
    assert_equal(index.equals(pd.Index(["a", "b", "c"])), True)
    assert_equal(index_was_expanded, False)

    # Test getting an invalid location in the index w/ fallback to row labels
    with pytest.raises(KeyError):
        mod._get_index_label_loc("aa")

    # Test out-of-sample
    start_key = 4
    end_key = 5
    message = (
        "No supported index is available."
        " Prediction results will be given with"
        " an integer index beginning at `start`."
    )
    with warnings.catch_warnings(record=True) as w:
        warnings.simplefilter("always")

        (
            start,
            end,
            out_of_sample,
            prediction_index,
        ) = mod._get_prediction_index(start_key, end_key)
        assert_equal(prediction_index.equals(pd.Index([4, 5])), True)
        assert_equal(str(w[0].message), message)

    # Test out-of-sample custom index
    start, end, out_of_sample, prediction_index = mod._get_prediction_index(
        start_key, end_key, index=["f", "g"]
    )
    assert_equal(prediction_index.equals(pd.Index(["f", "g"])), True)

    # Test invalid custom index
    assert_raises(
        ValueError,
        mod._get_prediction_index,
        start_key,
        end_key,
        index=["f", "g", "h"],
    )


def test_nonmonotonic_periodindex():
    # Create a nonmonotonic period index
    tmp = pd.period_range(start=2000, end=2002, freq="Y")
    index = tmp.tolist() + tmp.tolist()
    endog = pd.Series(np.zeros(len(index)), index=index)

    message = (
        "A date index has been provided, but it is not"
        " monotonic and so will be ignored when e.g."
        " forecasting."
    )
    with pytest.warns(ValueWarning, match=message):
        tsa_model.TimeSeriesModel(endog)


@pytest.mark.xfail(
    reason="Pandas PeriodIndex.is_full does not yet work for"
    " all frequencies (e.g. frequencies with a"
    ' multiplier, like "2Q").'
)
def test_nonfull_periodindex():
    index = pd.PeriodIndex(["2000-01", "2000-03"], freq="M")
    endog = pd.Series(np.zeros(len(index)), index=index)

    message = (
        "A Period index has been provided, but it is not"
        " full and so will be ignored when e.g."
        " forecasting."
    )
    with pytest.warns(ValueWarning, match=message):
        tsa_model.TimeSeriesModel(endog)


def test_get_index_loc_quarterly():
    # See GH#6339

    ix = pd.date_range("2000Q1", periods=8, freq="QS")
    endog = pd.Series(np.zeros(8), index=ix)

    mod = tsa_model.TimeSeriesModel(endog)
    loc, index, _ = mod._get_index_loc("2003Q2")
    assert_equal(index[loc], pd.Timestamp("2003Q2"))
