Pyflux throws out errors for GARCH
I am following the example on PyFlux and I get to the GARCH model and it throws out these errors. Can someone help, please?
In [118]: my_model = pf.GARCH(p = 1, q = 1, data = a_returns)
AttributeError Traceback (most recent call last)
C:\ProgramData\Anaconda3\lib\site-packages\pyflux\garch\garch.py in init(self, data, p, q, target) 53 54 # Format the data ---> 55 self.data, self.data_name, self.is_pandas, self.index = dc.data_check(data,target) 56 self.data_length = self.data.shape[0] 57 self._create_latent_variables()
C:\ProgramData\Anaconda3\lib\site-packages\pyflux\data_check.py in data_check(data, target) 32 data_index = data.index 33 if target is None: ---> 34 transformed_data = data.ix[:,0].values 35 data_name = str(data.columns.values[0]) 36 else:
C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\generic.py in getattr(self, name) 5485 ): 5486 return self[name] -> 5487 return object.getattribute(self, name) 5488 5489 def setattr(self, name: str, value) -> None:
AttributeError: 'DataFrame' object has no attribute 'ix'