'Why ImportError: cannot import name 'AutoReg' from 'statsmodels.tsa.ar_model' occuring?
I am trying to do MLE regression using AR(p) by importing the module from statsmodels.tsa.ar_model import AutoReg, ar_select_order, but this ImportError keeps coming. How to solve this? Is there any other way I can do Autoregression in Python?
Solution 1:[1]
AutoReg is a newer version of the previous AR model, it is only available in statsmodels with version >= 0.11.1. You may check your statsmodels version. If it is lower, you may do
pip install statsmodels --upgrade
Solution 2:[2]
do pip install statsmodels --upgrade and restart the environment.
Sources
This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.
Source: Stack Overflow
| Solution | Source |
|---|---|
| Solution 1 | user3029790 |
| Solution 2 | Saurabh Kumar |