Merge pull request #741 from bashtage/enforce-continuity

BUG: Ensure data is always continguous

Author: bashtage

arch/tests/univariate/test_mean.py

@@ -1357,3 +1357,16 @@ def test_arch_lm_ar_model(lags):
     val = fit.arch_lm_test()
     assert val.stat > 0
     assert val.pval <= 1
+
+
+@pytest.mark.parametrize("use_numpy", [True, False])
+def test_non_contiguous_input(use_numpy):
+    # GH 740
+    if use_numpy:
+        y = np.array(SP500, copy=True)[::2]
+        assert not y.flags["C_CONTIGUOUS"]
+    else:
+        y = SP500.iloc[::2]
+    mod = arch_model(y, mean="Zero")
+    res = mod.fit()
+    assert res.params.shape[0] == 3

arch/univariate/base.py

@@ -193,7 +193,7 @@ def __init__(
             self._y_series = cast(pd.Series, ensure1d(y, "y", series=True))
         else:
             self._y_series = cast(pd.Series, ensure1d(np.empty((0,)), "y", series=True))
-        self._y = np.asarray(self._y_series)
+        self._y = np.ascontiguousarray(self._y_series)
         if not np.all(np.isfinite(self._y)):
             raise ValueError(
                 "NaN or inf values found in y. y must contains only finite values."

ci/azure/azure_template_posix.yml

@@ -48,11 +48,11 @@ jobs:
         NUMPY: 1.22.3
         SCIPY: 1.8.0
         PANDAS: 1.4.0
-      python_310_no_binary:
-        python.version: '3.10'
+      python_311_no_binary:
+        python.version: '3.11'
         ARCH_NO_BINARY: true
         PYTEST_OPTS: '--skip-slow'
-        PANDAS: 1.5.0
+        PANDAS: 2.2.2
         USE_NUMBA: true
       python_39_no_binary_environment:
         python.version: '3.9'