ERROR: module 'statsmodels.tsa.api' has no attribute 'ARMA'

iankhr / armagarch

ARMA-GARCH

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ERROR: module 'statsmodels.tsa.api' has no attribute 'ARMA' #5

Closed nikolhaas65 closed 11 months ago

nikolhaas65 commented 2 years ago

does not run

...\lib\site-packages\armagarch\ARMA.py in _getStartingVals(self) 60 c = 'nc' 61 try: ---> 62 model = sm.ARMA(self._data.values, (self._order['AR'],self._order['MA'])).fit(trend = c) 63 self._startingValues = model.params 64 except ValueError:

AlexHuang2 commented 2 years ago

See here

iankhr commented 11 months ago

Fixed from v1.0.3