RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
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EGARCHMReg predict error #170

Open ramdhan1989 opened 2 years ago

ramdhan1989 commented 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