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Pyflux throws out errors for GARCH #167

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ckorkpoe opened this issue Dec 6, 2021 · 0 comments
Open

Pyflux throws out errors for GARCH #167

ckorkpoe opened this issue Dec 6, 2021 · 0 comments

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@ckorkpoe
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ckorkpoe commented Dec 6, 2021

I am following the example on PyFlux and I get to the GARCH model and it throws out these errors. Can someone help, please?

In [118]: my_model = pf.GARCH(p = 1, q = 1, data = a_returns)

AttributeError Traceback (most recent call last)
in
----> 1 my_model = pf.GARCH(p = 1, q = 1, data = a_returns)

C:\ProgramData\Anaconda3\lib\site-packages\pyflux\garch\garch.py in init(self, data, p, q, target)
53
54 # Format the data
---> 55 self.data, self.data_name, self.is_pandas, self.index = dc.data_check(data,target)
56 self.data_length = self.data.shape[0]
57 self._create_latent_variables()

C:\ProgramData\Anaconda3\lib\site-packages\pyflux\data_check.py in data_check(data, target)
32 data_index = data.index
33 if target is None:
---> 34 transformed_data = data.ix[:,0].values
35 data_name = str(data.columns.values[0])
36 else:

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\generic.py in getattr(self, name)
5485 ):
5486 return self[name]
-> 5487 return object.getattribute(self, name)
5488
5489 def setattr(self, name: str, value) -> None:

AttributeError: 'DataFrame' object has no attribute 'ix'

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