Comments (2)
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!
from scalecast.
Thanks for help, now it is working fine after removing the manual trend, seasonal, or autoregressive terms Xvars.
from scalecast.
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