ValueError: maxlag must be less than (nobs/2 - 1 - ntrend) where n trend is the number of included deterministic regressors
sachin03garg opened this issue · 1 comments
sachin03garg commented
Error with Augmented Dickey-Fuller test version used in this library. 'maxlag' is set to 31 and cannot be overridden.
The same is updated in the statsmodels library. Please look at this issue: statsmodels/statsmodels#3330
This happens in case of time series of smaller length probably less than 62.
AutoViML commented
Ok agreed. Please see the updated version 0.66 which you can upgrade via:
pip install git+git://github.com/AutoViML/Auto_TS