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Created on 2020-11-06 12:44 by gyllila, last changed 2022-04-11 14:59 by admin. This issue is now closed.
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| msg380446 - (view) | Author: Guo (gyllila) | Date: 2020-11-06 12:44 | |
from statsmodels.tsa.stattools import adfuller adf = adfuller(x, regression=‘c’, autolag=‘t-stat’) Sometimes comes error message: UnboundLocalError: local variable ‘bestlag’ referenced before assignment I found the reason: when using t-stat, bestlag is only assigned, when the last lag becomes significant the first time, so if no lag has a significant t-value, then bestlag is never assigned I fixed this bug this way: open the file stattools.py and find the lines: elif method == “t-stat”: #stop = stats.norm.ppf(.95) stop = 1.6448536269514722 Then add here following two lines: bestlag = startlag icbest = np.abs(results[startlag].tvalues[-1]) This way, the code won’t crash again and t-stat simply uses no lag when there is no significant value |
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| msg380447 - (view) | Author: Ronald Oussoren (ronaldoussoren) *  |
Date: 2020-11-06 12:54 | |
Statsmodel is not part of the Python standard library. The issue tracker for this packages seems to be at: https://github.com/statsmodels/statsmodels/issues |
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| History | |||
|---|---|---|---|
| Date | User | Action | Args |
| 2022-04-11 14:59:37 | admin | set | github: 86442 |
| 2020-11-06 12:54:02 | ronaldoussoren | set | status: open -> closed type: enhancement -> behavior nosy: + ronaldoussoren messages: + msg380447 resolution: third party stage: resolved |
| 2020-11-06 12:44:20 | gyllila | create | |