The error exists even in the completed version of the notebook. Path:Time Series Analysis in PythonThe Autoregressive (AR) ModelFitting Higher Lag AR Models for Prices Notebook:Section 7 (Prices) - The AR Model - Completed LLR Testdef LLR_test(mod_1, mod_2, DF = 1):L1 = mod_1.fit().llfL2 = mod_2.fit().llfLR = (2*(L2-L1))p = chi2.sf(LR, DF).round(3)return p LLR_test(model_ar_2,model_ar_3)ValueError: x contains a constant. Adding a constant with trend='c' is not allowed.

Hey Akos, This question has already been answered in the Q&A Hub. https://365datascience.com/question/comparing-higher-lag-ar-models/ Best, 365 Vik

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07 Apr 2020

Posted on:

07 Apr 2020

ERROR in code: Fitting Higher Lag AR Models for Prices

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Posted on:

07 Apr 2020