ValueError: maxlag must be less than (nobs/2 - 1 - ntrend) where n trend is the number of included deterministic regressors

AutoViML / Auto_TS

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.

Apache License 2.0

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ValueError: maxlag must be less than (nobs/2 - 1 - ntrend) where n trend is the number of included deterministic regressors #86

Closed sachin03garg closed 2 years ago

sachin03garg commented 2 years ago

Error with Augmented Dickey-Fuller test version used in this library. 'maxlag' is set to 31 and cannot be overridden.

The same is updated in the statsmodels library. Please look at this issue: https://github.com/statsmodels/statsmodels/issues/3330

This happens in case of time series of smaller length probably less than 62.

AutoViML commented 2 years ago

Ok agreed. Please see the updated version 0.66 which you can upgrade via:

pip install git+git://github.com/AutoViML/Auto_TS