While importing auto_arima from pmdarima: ERROR : cannot import name 'factorial' from 'scipy.misc'

Question

I have python 3.7.1 and scipy version : 1.3.0. I'm getting error while calling auto_arima saying : "cannot import name 'factorial' from 'scipy.misc'"

Just this basic import causes the issue:-
"from pmdarima.arima import auto_arima"
I've tried reinstalling scipy, didn't work

Answer 1

The function factorial was moved from scipy.misc to scipy.special. The version in scipy.misc has been deprecated for a while, and it was removed in scipy 1.3.0. Something in pmdarima or one of its dependencies is still using the name scipy.misc.factorial.

The culprit appears to be statsmodels 0.9.0. pmdarima depends on statsmodels, and there is code in statsmodels 0.9.0 that imports scipy.misc.factorial. The development version of statsmodels has a fix for that, but 0.9.0 is the latest release. The problem should be fixed if you upgrade statsmodels to version 0.10 or later.

The statsmodels developers are aware of the issue; see

• https://github.com/statsmodels/statsmodels/issues/5620
• https://github.com/statsmodels/statsmodels/issues/5747