why VAR.fit() return VARResultsWrapper rather than VARResults

Open
#5,451 3 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Assessment

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

Research direction

Start by reproducing the VAR.fit() behavior from the linked VAR example and inspect the returned VARResultsWrapper alongside VARResults. Check whether roots() and test_causality() are intentionally unavailable or incorrectly exposed, then use that finding to define the expected API behavior and verify it with focused tests.

Written by the indexing model from the issue text.

Description

comp-tsa comp-tsa-vector-ar

hello guys, I have a problem, can sombody give me a hint?

I write some code followng the example of:

http://www.statsmodels.org/dev/generated/statsmodels.tsa.vector_ar.var_model.VAR.html

However the fit()function return VARResultsWrapper rather than VARResults, however I can't use the roots()function and test_causality()function of an object of VARResults, which is a neccesarity of building a VAR model.

What am I suppose to overcome this problem?

Thanks!

Dominant language
Python
Stars
11.6k
Forks
3.6k
Avg merge
7h 37m
Merged PRs (30d)
96

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

More from statsmodels/statsmodels

All issues in statsmodels/statsmodels

Similar issues

More Python issues

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.