blang/statsmodel_error.md

## statsmodel_error.md

      
    Raw
  

              statsmodel_error.md
            
          
    Deps

matplotlib==1.5.1
numpy==1.11.0
pandas==0.18.0
scipy==0.17.0
statsmodels==0.6.1

Code

armamod = sm.tsa.ARMA(data, (1,1)).fit()

Trace

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-6-37756ca8ea45> in <module>()
      2 p=1 # AR order
      3 q=1 # MA order
----> 4 armamod = sm.tsa.ARMA(data, (1,1)).fit()

...venv2/lib/python3.3/site-packages/statsmodels/tsa/arima_model.py in fit(self, start_params, trend, method, transparams, solver, maxiter, full_output, disp, callback, **kwargs)
    917 
    918         else:  # estimate starting parameters
--> 919             start_params = self._fit_start_params((k_ar, k_ma, k), method)
    920 
    921         if transparams:  # transform initial parameters to ensure invertibility

...venv2/lib/python3.3/site-packages/statsmodels/tsa/arima_model.py in _fit_start_params(self, order, method)
    554             func = lambda params: -self.loglike_css(params)
    555             #start_params = [.1]*(k_ar+k_ma+k_exog) # different one for k?
--> 556             start_params = self._fit_start_params_hr(order)
    557             if self.transparams:
    558                 start_params = self._invtransparams(start_params)

...venv2/lib/python3.3/site-packages/statsmodels/tsa/arima_model.py in _fit_start_params_hr(self, order)
    491             ols_params = GLS(endog, exog).fit().params
    492             start_params[:k] = ols_params
--> 493             endog -= np.dot(exog, ols_params).squeeze()
    494         if q != 0:
    495             if p != 0:

TypeError: Cannot cast ufunc subtract output from dtype('float64') to dtype('int64') with casting rule 'same_kind'