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