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Method predict doesn't exist for class VAR #8579

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anthonybritto opened this issue Dec 16, 2022 · 1 comment
Open

Method predict doesn't exist for class VAR #8579

anthonybritto opened this issue Dec 16, 2022 · 1 comment

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@anthonybritto
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First of all, thank you guys for your excellent work with statsmodels.

The title says it all: after fitting a VAR model, I cannot find the predict method, just the forecast and related methods. Is this expected behaviour? For instance, the ARDL class has a predict method after fitting, which allows for an easy check on in-sample prediction.

I'm running version 0.14.0.dev0+331.g581119c64. Thanks.

@Kirtidass-exl
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The predict method throws an operands could not be broadcast together error related to the dimension of the matrices being added- the intercept and the predictedvalues matrices. Is it something related to the params parameter? Using version 0.13.2

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