Error: ValueError: endog and exog matrices are different sizes using ARIMA

Financial Time Series Analysis for Trading, Section No: 14, Unit No: 1, Unit type: Notebook

I´m trying to test the code In[3] in my computer but I have this error:

ValueError: endog and exog matrices are different sizes

Due to my version I´m using

statsmodels.tsa.arima.model

instead of

statsmodels.tsa.arima_model

how can I solve it?

Hey David,



In[3] try this:

# Import ARIMA
from statsmodels.tsa.arima.model import ARIMA

warnings.filterwarnings('ignore')
warnings.filterwarnings('ignore', 'statsmodels.tsa.arima.model.ARMA',
                        FutureWarning)

# Train autoregressive model of order 1
model_fit = ARIMA(data['Adj Close'][:rolling_window], order=(1, 0, 0)).fit()
round(model_fit.params,2)

This will resolve your error.

Thanks,
Rushda Ansari