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time-seriesregressionpredictionstatsmodelsvector-auto-regression

VAR - Timeseries

I am building a timeseries prediction model using Vector Auto Regression Model. I am getting this error when I am trying to fit this model:

x contains one or more constant columns. Column(s) 14, 15 are constant. Adding a constant with trend='c' is not allowed. I cannot drop these columns. So is there any other solution to overcome this error ?

Solution

  • You can add trend='nc' in the model.fit() statement for VAR model. Something like this:

    model.fit(trend='nc')