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
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.