ImportError: No module named 'statsmodels.tsa.regime_switching._hamilton_filter'

[Aleksandar Karakas]

Hello!

After the latest rebase of my branch [1] I am getting an exception [2]. According to GitHub my branch is up to date with statsmodels/master and statsmodels/master is passing all tests on GitHub.

Does anyone know where the problem is coming from?

Aleks

[1] pushed to https://github.com/yogabonito/statsmodels/tree/gsoc-vecm

[2]

>>> from statsmodels import api as sm  # this line caused no issues before the rebase

Traceback (most recent call last):

  File "<stdin>", line 1, in <module>

  File "/home/.../statsmodels-yogabonito/statsmodels/api.py", line 16, in <module>

    from .tsa import api as tsa

  File "/home/.../statsmodels-yogabonito/statsmodels/tsa/api.py", line 25, in <module>

    from .regime_switching.markov_regression import MarkovRegression

  File "/home/.../statsmodels-yogabonito/statsmodels/tsa/regime_switching/markov_regression.py", line 13, in <module>

    from statsmodels.tsa.regime_switching import markov_switching

  File "/home/.../statsmodels-yogabonito/statsmodels/tsa/regime_switching/markov_switching.py", line 30, in <module>

    from statsmodels.tsa.regime_switching._hamilton_filter import (

ImportError: No module named 'statsmodels.tsa.regime_switching._hamilton_filter'

[josef...@gmail.com]

I think you need to rebuild the extension after updating

python setup.py build_ext --inplace

and needs cython and a c compiler

Josef

[Aleksandar Karakas]

Thanks a lot! That helped :)

Best,

Aleks