statsmodels / statsmodels/statsmodels

REF VAR, trend needs to be in `__init__` - wrong model state

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comp-tsa comp-tsa-vector-ar type-bug type-refactor
Dominant language
Python
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Description

calling fit twice with different trend, first default, then trend='nc', raises exception for

no code and traceback, because copy pasting from notebooks is annoying !! (especially when I'm tired). Where's my spyder?

this is (maybe partially) a duplicate of #769 with example ic instead of trend

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Research direction

Reproduce the reported case by calling fit twice with different trend values, first using the default and then trend='nc'. Read the related discussion in issue #769 and determine the expected model state after the second fit; done means the second call no longer raises the reported exception.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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