'Setting number of lags
I am teaching myself the use of time series in Python.
I was following
https://arch.readthedocs.io/en/latest/unitroot/unitroot_examples.html
I performed
adf = ADF(default)
print(adf.summary().as_text())
It worked perfectly.
However, when I wanted to change lags like
adf.lags = 5
print(adf.summary().as_text())
or change the type of trend as in the snip below
it gives me the following error (same for the trend):
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
Input In [11], in <module>
----> 1 adf.lags = 5
2 print(adf.summary().as_text())
AttributeError: can't set attribute
Even when I follow all instructions on the exercise page and recreate it with the data used there I cannot get the lags to change. What am I doing wrong?
Sources
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Source: Stack Overflow
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