Auto_TS ValueError: maxlag must be less than (nobs/2 - 1 - ntrend) where n trend is the number of included deterministic regressors

ValueError: maxlag must be less than (nobs/2 - 1 - ntrend) where n trend is the number of included deterministic regressors

Open researchwithsachin opened this issue 3 years ago • 1 comments

Error with Augmented Dickey-Fuller test version used in this library. 'maxlag' is set to 31 and cannot be overridden.

The same is updated in the statsmodels library. Please look at this issue: https://github.com/statsmodels/statsmodels/issues/3330

This happens in case of time series of smaller length probably less than 62.

Jul 06 '22 11:07 researchwithsachin

Ok agreed. Please see the updated version 0.66 which you can upgrade via:

pip install git+git://github.com/AutoViML/Auto_TS

Jul 11 '22 13:07 AutoViML