Trend NC not Supported
Opened this issue · 1 comments
firmai commented
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
Cell In[13], line 4
1 import time
3 tic = time.time()
----> 4 result = var_lingam.run(pvalue_thres=0.03, max_lag=max_lag)
5 toc = time.time()
6 print(f'Time taken: {toc-tic:.2f}s\n')
in VARLINGAM.run(self, pvalue_thres, max_lag)
76 data_array_ret, = self.data.data_arrays
77 model = lingam.VARLiNGAM(max_lag)
---> 78 model.fit(data_array_ret)
82 all_parents = {}
83 for var_idx in range(model.adjacency_matrices_.shape[1]):
VARLiNGAM.fit(self, X)
92 M_taus = self._ar_coefs
94 if M_taus is None:
---> 95 M_taus, lags, residuals = self._estimate_var_coefs(X)
96 else:
97 lags = M_taus.shape[0]
VARLiNGAM._estimate_var_coefs(self, X)
277 for lag in range(1, self._lags + 1):
278 var = VAR(X)
--> 279 fitted = var.fit(maxlags=lag, ic=None, trend="nc")
281 value = getattr(fitted, self._criterion)
282 if value < min_value:
VAR.fit(self, maxlags, method, ic, trend, verbose)
654 lags = maxlags
655 if trend not in ["c", "ct", "ctt", "n"]:
--> 656 raise ValueError("trend '{}' not supported for VAR".format(trend))
658 if ic is not None:
659 selections = self.select_order(maxlags=maxlags)
firmai commented
import time
tic = time.time()
result = var_lingam.run(pvalue_thres=0.03, max_lag=max_lag)
toc = time.time()
print(f'Time taken: {toc-tic:.2f}s\n')
print(f' The output graph_dict has keys: {result.keys()}')