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mikekeith52 avatar mikekeith52 commented on May 21, 2024

I would need to dig into your specific example to be sure, but generally I advise against using auto_Xvar_select() when you have added trend, seasonal, or autoregressive terms manually. So I'd either get rid of auto_Xvar_select() in your code or get rid of this part:

f_pipe_aut.add_time_trend()
f_pipe_aut.add_seasonal_regressors('month','quarter',sincos=True,raw=False)
f_pipe_aut.add_ar_terms(6)

Leet me know if that doesn't resolve it. Thanks for raising the issue!

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Shakya-py avatar Shakya-py commented on May 21, 2024

Thanks for help, now it is working fine after removing the manual trend, seasonal, or autoregressive terms Xvars.

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