Why ImportError: cannot import name 'AutoReg' from 'statsmodels.tsa.ar_model' occuring?

Question

I am trying to do MLE regression using AR(p) by importing the module from statsmodels.tsa.ar_model import AutoReg, ar_select_order, but this ImportError keeps coming. How to solve this? Is there any other way I can do Autoregression in Python?

Moray

Answer 1

AutoReg is a newer version of the previous AR model, it is only available in statsmodels with version >= 0.11.1. You may check your statsmodels version. If it is lower, you may do

pip install statsmodels --upgrade

Subvert

I am still getting the error described in the post after upgrading. Do you have any other ideas as to why this is happening? – Dullish

After upgrading statsmodels package, restarting the Python environment I am working helped in my case. – Counter

Answer 2

do pip install statsmodels --upgrade and restart the environment.

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