When I am running this below code, this error pops up "Length of passed values is 455, index implies 123." This code is exactly the same code as in the course file. model_ret_ar = ARIMA(df.ret_ftse[1:], order = (5,0,0))results_ret_ar = model_ret_ar.fit() df_pred_ar = results_ret_ar.predict(start = start_date, end = end_date) df_pred_ar[start_date:end_date].plot(figsize = (20,5), color = "red")df_test.ret_ftse[start_date:end_date].plot(color = "blue")plt.title("Predictions vs Actual (Returns)", size = 24)plt.show() --------------------------------------------------------------------------- ValueError Traceback (most recent call last) <ipython-input-69-c08db16ba1ff> in <module> 2 results_ret_ar = model_ret_ar.fit() 3 ----> 4 df_pred_ar = results_ret_ar.predict(start = start_date, end = end_date) 5 6 df_pred_ar[start_date:end_date].plot(figsize = (20,5), color = "red") ~\anaconda3\lib\site-packages\statsmodels\base\wrapper.py in wrapper(self, *args, **kwargs) 113 obj = data.wrap_output(func(results, *args, **kwargs), how[0], how[1:]) 114 elif how: --> 115 obj = data.wrap_output(func(results, *args, **kwargs), how) 116 return obj 117 ~\anaconda3\lib\site-packages\statsmodels\base\data.py in wrap_output(self, obj, how, names) 443 return self.attach_cov(obj) 444 elif how == 'dates': --> 445 return self.attach_dates(obj) 446 elif how == 'columns_eq': 447 return self.attach_columns_eq(obj) ~\anaconda3\lib\site-packages\statsmodels\base\data.py in attach_dates(self, result) 591 # May be zero-dim, for example in the case of forecast one step in tsa 592 if squeezed.ndim < 2: --> 593 return Series(squeezed, index=self.predict_dates) 594 else: 595 return DataFrame(result, index=self.predict_dates, ~\anaconda3\lib\site-packages\pandas\core\series.py in __init__(self, data, index, dtype, name, copy, fastpath) 289 try: 290 if len(index) != len(data): --> 291 raise ValueError( 292 f"Length of passed values is {len(data)}, " 293 f"index implies {len(index)}." ValueError: Length of passed values is 455, index implies 123.

Hey Tushar, I just replicated your code and I got an output. What start/end dates are you using here? Additionally, what version of Pandas & Statsmodels are you on? Best, 365 Vik

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Tushar Pathak

Last answered:

15 Oct 2020

Posted on:

13 Oct 2020

ARMA/ARIMA prediction fails

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Viktor Mehandzhiyski

Instructor

Posted on:

15 Oct 2020

ARMA/ARIMA prediction fails

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