Open ramdhan1989 opened 2 years ago
Hi, anyone can help how to use predict in EGARCHMReg? I got this error :
--------------------------------------------------------------------------- ValueError Traceback (most recent call last) <ipython-input-56-dfcdc33a1b08> in <module>() ----> 1 modelx.predict(180,final_returns, intervals=False) C:\Users\Owner\Anaconda3\envs\pyflux\lib\site-packages\pyflux\garch\egarchmreg.py in predict(self, h, oos_data, intervals) 765 X_oos = np.array([X_oos])[0] 766 X_pred = X_oos[:h] --> 767 lmda, Y, scores = self._model(self.latent_variables.get_z_values()) 768 date_index = self.shift_dates(h) 769 ValueError: too many values to unpack (expected 3)
I used same dataset in example part of documentation.
modelx.predict(180,final_returns, intervals=False)
Thank you
Hi, anyone can help how to use predict in EGARCHMReg? I got this error :
I used same dataset in example part of documentation.
modelx.predict(180,final_returns, intervals=False)
Thank you