statsmodles AR model error when calling params

问题

New to statsmodels, trying to use statsmodels.tsa.ar_model to fit a pandas timeseries.

#pull one series from dataframe
y=data.sentiment
armodel=sm.tsa.ar_model.AR(y, freq='D').fit()
armodel.params()

gets the following error:

C:\Python27\lib\site-packages\pandas\lib.pyd in pandas.lib.SeriesIndex.__set__ (pandas\lib.c:27817)()
AssertionError: Index length did not match values

Any ideas?

回答1:

You should upgrade to current master, if you can. This was fixed here.

来源：https://stackoverflow.com/questions/16128116/statsmodles-ar-model-error-when-calling-params