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?

AutoReg is a newer version of the previous AR model, it is only available in statsmodels with version 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 <pre class="prettyprint"><code>pip install statsmodels --upgrade </code></pre>

do <code>pip install statsmodels --upgrade</code> and restart the environment.

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

Tags:

python

time-series

statsmodels

mle

vector-auto-regression

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?

765

asked Feb 24 '20 03:02

Asad Tan

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AutoReg is a newer version of the previous AR model, it is only available in statsmodels with version 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