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ChadFulton / tsa-notebooks

Jupyter notebooks on time series econometrics topics.
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ValueError: Non-stationary starting error autoregressive parameters found with `enforce_stationarity` set to True. #10

Closed hgilles06 closed 5 years ago

hgilles06 commented 5 years ago

Hi,

I am getting some errors when running the notebook you provided. Isn't any problem with the default initialization ?

Thanks!

ChadFulton commented 5 years ago

Hey, thanks for the bug report.

Which notebook are you running into troubles with?

hgilles06 commented 5 years ago

Hi,  Thanks for your answer. It is the notebook about Dynamic factors and coincident indices (dfm_coincident.ipynb). I got first this error when managing the data :  ValueError: shape mismatch: value array of shape (234,1) could not be broadcast to indexing result of shape (234,) When I tried to fix it, and ran the model, then I got :  ValueError: Non-stationary starting error autoregressive parameters found with enforce_stationarity set to True.

And then I set the parameter enforce_stationarity to "False", but I got another error. 

Best regards,

On Tuesday, October 23, 2018 3:27 AM, ChadFulton <notifications@github.com> wrote:

Hey, thanks for the bug report.Which notebook are you running into troubles with?— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub, or mute the thread.

ChadFulton commented 5 years ago

Thanks - I went through the notebook and had to fix a couple of index issues (like the one you mentioned), but I never ran into a problem with that ValueError. Which cell of the notebook is the error being raised in?

hgilles06 commented 5 years ago

Cool. It's working now. Big thanks! 

On Tuesday, October 23, 2018 2:11 PM, ChadFulton <notifications@github.com> wrote:

Thanks - I went through the notebook and had to fix a couple of index issues (like the one you mentioned), but I never ran into a problem with that ValueError. Which cell of the notebook is the error being raised in?— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub, or mute the thread.

ChadFulton commented 5 years ago

Great!