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- ar = (1,0,1) # AR(1 3)
- ma = (0) # No MA terms
- mod1 = sm.tsa.statespace.SARIMAX(lesdata['emadm'], exog= (lesdata['LESpost'],lesdata['QOF']), trend='c', order=(ar,0,ma), mle_regression=True)
- Traceback (most recent call last):
- File "<ipython-input-129-d1300aeaeffc>", line 4, in <module>
- mle_regression=True)
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelstsastatespacesarimax.py", line 510, in __init__
- endog, exog=exog, k_states=k_states, k_posdef=k_posdef, **kwargs
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelstsastatespacemlemodel.py", line 84, in __init__
- missing='none')
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelstsabasetsa_model.py", line 43, in __init__
- super(TimeSeriesModel, self).__init__(endog, exog, missing=missing)
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelsbasemodel.py", line 212, in __init__
- super(LikelihoodModel, self).__init__(endog, exog, **kwargs)
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelsbasemodel.py", line 63, in __init__
- **kwargs)
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelsbasemodel.py", line 88, in _handle_data
- data = handle_data(endog, exog, missing, hasconst, **kwargs)
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelsbasedata.py", line 630, in handle_data
- **kwargs)
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelsbasedata.py", line 80, in __init__
- self._check_integrity()
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelsbasedata.py", line 496, in _check_integrity
- super(PandasData, self)._check_integrity()
- File "C:UsersdanieAnaconda2libsite-packagesstatsmodelsbasedata.py", line 403, in _check_integrity
- raise ValueError("endog and exog matrices are different sizes")
- ValueError: endog and exog matrices are different sizes
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