Why ImportError: cannot import name 'AutoReg' from 'statsmodels.tsa.ar_model' occuring?

user_10707197 0
Viewed 10345

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?

vector-auto-regression mle statsmodels time-series python
2 Answers

AutoReg is a newer version of the previous AR model, it is only available in statsmodels with version 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
user_30297900

do pip install statsmodels --upgrade and restart the environment.

user_105002310
Related