EGARCHMReg predict error
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ramdhan1989 commented
Hi, anyone can help how to use predict in EGARCHMReg? I got this error :
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-56-dfcdc33a1b08> in <module>()
----> 1 modelx.predict(180,final_returns, intervals=False)
C:\Users\Owner\Anaconda3\envs\pyflux\lib\site-packages\pyflux\garch\egarchmreg.py in predict(self, h, oos_data, intervals)
765 X_oos = np.array([X_oos])[0]
766 X_pred = X_oos[:h]
--> 767 lmda, Y, scores = self._model(self.latent_variables.get_z_values())
768 date_index = self.shift_dates(h)
769
ValueError: too many values to unpack (expected 3)
I used same dataset in example part of documentation.
modelx.predict(180,final_returns, intervals=False)
Thank you