'pm.auto_arima "zero-size array to reduction operation maximum which has no identity" only for some columns
The training split of my time series of weekly data has 105 data points, i.e. 2 years 1 week, and 7 variables. My goal is to fit a VAR. To determine the order of p and q I want to do an auto arima for each of the variables with the following code:
...
for name in train.columns:
...
stepwise_model = auto_arima(train[name],start_p=1, start_q=1,max_p=10, max_q=10, seasonal=True, m=52,
trace=True,error_action='ignore',suppress_warnings=True, stepwise=True,maxiter=1000)
...
The problem: For 5 variables, this works just fine. For 2 variables, this throws an error:
<__array_function__ internals> in ptp(*args, **kwargs)
/usr/local/lib/python3.7/dist-packages/numpy/core/_methods.py in _ptp(a, axis, out, keepdims)
274 def _ptp(a, axis=None, out=None, keepdims=False):
275 return um.subtract(
--> 276 umr_maximum(a, axis, None, out, keepdims),
277 umr_minimum(a, axis, None, None, keepdims),
278 out
ValueError: zero-size array to reduction operation maximum which has no identity
My questions:
- What does this error mean (couldn't find anything so far)?
- Why do I only get it for two out of my seven variables although each series has the same length?
Sources
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Source: Stack Overflow
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